+374.2%
AU vs SWK
-30.7%
+404.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -7.2% | -1.4% | -5.8% | -6.9% |
| 30D | -2.9% | +25.5% | -28.3% | -6.7% |
| 3M | -8.7% | +11.8% | -20.4% | -10.5% |
| 6M | -14.1% | +48.7% | -62.8% | -19.7% |
| YTD | +4.8% | +57.2% | -52.4% | -2.8% |
| 1Y | +11.9% | +75.3% | -63.4% | +2.7% |
| 3Y | +513.8% | +51.9% | +461.9% | +466.4% |
| All | +374.2% | -30.7% | +404.9% | +262.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling