+117.0%
AXP vs SWK
-38.7%
+155.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | -6.5% | -5.7% | -0.8% | -4.5% |
| 3M | +4.6% | +24.1% | -19.4% | -4.2% |
| 6M | +5.4% | +24.7% | -19.3% | -4.3% |
| YTD | -11.1% | +33.9% | -45.1% | -21.7% |
| 1Y | -0.3% | +34.7% | -35.0% | -12.9% |
| 3Y | +111.6% | +15.3% | +96.3% | +87.2% |
| All | +117.0% | -38.7% | +155.7% | +150.7% |
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