+105.0%
AXP vs SWK
-24.2%
+129.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +13.1% | -10.9% | -2.7% |
| 7D | +4.6% | +17.9% | -13.3% | -1.9% |
| 30D | +9.7% | +31.9% | -22.2% | -1.4% |
| 3M | -3.8% | +16.6% | -20.3% | -9.6% |
| 6M | +4.8% | +61.1% | -56.3% | -13.6% |
| YTD | -9.1% | +64.2% | -73.3% | -26.2% |
| 1Y | -6.7% | +85.2% | -91.9% | -27.8% |
| 3Y | +125.2% | +50.2% | +75.0% | +79.5% |
| 5Y | +105.0% | -22.8% | +127.8% | +120.9% |
| All | +105.0% | -24.2% | +129.2% | +120.9% |
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