+338.9%
AZO vs SWK
+32.9%
+306.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.4% |
| 7D | -0.1% | +10.7% | -10.7% | -2.7% |
| 30D | +10.6% | +33.3% | -22.7% | +2.8% |
| 3M | +4.0% | +14.7% | -10.7% | +0.2% |
| 6M | -7.0% | +48.5% | -55.5% | -16.5% |
| YTD | -4.1% | +63.9% | -68.0% | -16.7% |
| 1Y | -12.6% | +80.4% | -93.0% | -26.0% |
| 3Y | +21.4% | +58.1% | -36.8% | +1.3% |
| 5Y | +74.2% | -24.5% | +98.7% | +83.1% |
| 10Y | +338.9% | +29.5% | +309.4% | +245.1% |
| All | +338.9% | +32.9% | +306.0% | +245.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling