+788.4%
AU vs SWK
+386.8%
+401.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | +23.9% | -5.7% | +29.6% | +25.3% |
| 3M | +19.1% | +24.1% | -5.0% | +14.4% |
| 6M | -0.2% | +24.7% | -24.9% | -4.0% |
| YTD | +32.5% | +33.9% | -1.5% | +25.6% |
| 1Y | +96.9% | +34.7% | +62.3% | +86.0% |
| 3Y | +614.7% | +15.3% | +599.5% | +577.0% |
| 5Y | +647.7% | -39.3% | +687.0% | +673.5% |
| 10Y | +679.2% | +2.5% | +676.7% | +571.9% |
| All | +788.4% | +386.8% | +401.6% | +425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling