+744.8%
AU vs SWK
+29.6%
+715.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.0% |
| 7D | +16.5% | +11.0% | +5.5% | +15.0% |
| 30D | +3.3% | +30.1% | -26.8% | -0.2% |
| 3M | +6.8% | +14.7% | -7.8% | +4.9% |
| 6M | -3.9% | +44.5% | -48.4% | -8.2% |
| YTD | +12.9% | +59.4% | -46.4% | +6.8% |
| 1Y | +43.5% | +77.5% | -34.1% | +34.4% |
| 3Y | +445.5% | +49.5% | +396.1% | +413.9% |
| 5Y | +469.0% | -24.9% | +493.9% | +446.3% |
| All | +744.8% | +29.6% | +715.2% | +705.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling