-56.5%
AUR vs SWK
-25.5%
-31.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.7% |
| 7D | +1.1% | +11.0% | -9.9% | -7.3% |
| 30D | -22.9% | +30.1% | -53.0% | -37.2% |
| 3M | -35.0% | +14.7% | -49.6% | -42.0% |
| 6M | -39.3% | +44.5% | -83.8% | -54.6% |
| YTD | +14.8% | +59.4% | -44.5% | -21.5% |
| 1Y | +4.3% | +77.5% | -73.3% | -34.6% |
| 3Y | +125.0% | +49.5% | +75.5% | +53.8% |
| All | -56.5% | -25.5% | -31.0% | -63.7% |
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