+23.4%
AZO vs SWK
+46.0%
-22.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | +1.5% | +11.0% | -9.6% | +0.4% |
| 30D | +13.0% | +30.1% | -17.1% | +10.4% |
| 3M | +4.8% | +14.7% | -9.9% | +3.3% |
| 6M | -9.2% | +44.5% | -53.7% | -12.2% |
| YTD | -5.2% | +59.4% | -64.5% | -9.3% |
| 1Y | -12.4% | +77.5% | -90.0% | -16.9% |
| 3Y | +23.4% | +49.5% | -26.0% | +17.5% |
| All | +23.4% | +46.0% | -22.5% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling