+119.7%
AXP vs SWKS
-1.9%
+121.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | +0.4% | -9.2% | +9.6% | +2.3% |
| 30D | +7.0% | -1.9% | +8.9% | +7.3% |
| 3M | -6.6% | +21.2% | -27.8% | -11.5% |
| 6M | +3.5% | +12.9% | -9.4% | -1.9% |
| YTD | -11.2% | +30.7% | -41.9% | -19.8% |
| 1Y | -10.2% | +14.1% | -24.3% | -15.7% |
| All | +119.7% | -1.9% | +121.6% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 3y: compounded portfolio wealth divided by compounded SWKS 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…
3y analysis · Full analysis span regression · 6 months rolling