+6,610.0%
AXP vs SWK
+1,275.2%
+5,334.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | -6.5% | -5.7% | -0.8% | -3.8% |
| 3M | +4.6% | +24.1% | -19.4% | -7.1% |
| 6M | +5.4% | +24.7% | -19.3% | -7.7% |
| YTD | -11.1% | +33.9% | -45.1% | -25.3% |
| 1Y | -0.3% | +34.7% | -35.0% | -17.1% |
| 3Y | +111.6% | +15.3% | +96.3% | +79.6% |
| 5Y | +117.6% | -39.3% | +156.9% | +146.9% |
| 10Y | +474.1% | +2.5% | +471.6% | +369.3% |
| All | +6,610.0% | +1,275.2% | +5,334.8% | +1,434.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling