-10.2%
AXP vs SWK
+82.9%
-93.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.6% |
| 7D | +0.4% | +11.3% | -10.9% | -2.8% |
| 30D | +7.0% | +28.1% | -21.1% | -0.5% |
| 3M | -6.6% | +12.6% | -19.2% | -9.8% |
| 6M | +3.5% | +51.7% | -48.3% | -9.5% |
| YTD | -11.2% | +60.0% | -71.1% | -23.9% |
| 1Y | -10.2% | +72.7% | -82.8% | -26.1% |
| All | -10.2% | +82.9% | -93.1% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling