-39.3%
AUR vs SWK
+47.3%
-86.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.5% |
| 7D | +1.1% | +11.0% | -9.9% | -1.8% |
| 30D | -22.9% | +30.1% | -53.0% | -31.1% |
| 3M | -35.0% | +14.7% | -49.6% | -38.1% |
| 6M | -39.3% | +44.5% | -83.8% | -45.2% |
| All | -39.3% | +47.3% | -86.6% | -45.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling