+84.0%
AUR vs SWK
+18.2%
+65.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +8.7% | -0.4% | +9.2% | +9.2% |
| 30D | -5.2% | -5.7% | +0.5% | -1.3% |
| 3M | -7.3% | +24.1% | -31.4% | -20.1% |
| 6M | +41.2% | +24.7% | +16.5% | +19.9% |
| YTD | +65.1% | +33.9% | +31.2% | +32.3% |
| 1Y | +13.4% | +34.7% | -21.3% | -10.2% |
| All | +84.0% | +18.2% | +65.8% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling