+111.1%
AXP vs SWKS
-25.5%
+136.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.9% |
| 7D | -2.1% | +12.5% | -14.6% | -4.8% |
| 30D | -6.5% | +10.5% | -17.0% | -8.8% |
| 3M | +4.6% | -7.4% | +12.0% | +5.9% |
| 6M | +5.4% | +32.7% | -27.2% | -4.6% |
| YTD | -11.1% | +19.2% | -30.3% | -17.3% |
| 1Y | -0.3% | +2.4% | -2.7% | -3.6% |
| All | +111.1% | -25.5% | +136.5% | +99.5% |
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