-10.6%
BA vs SWK
+46.5%
-57.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | 0.0% | -1.7% |
| 7D | -0.1% | +11.3% | -11.3% | -3.6% |
| 30D | -9.1% | +28.1% | -37.2% | -16.3% |
| 3M | -28.2% | +12.6% | -40.8% | -31.1% |
| 6M | -23.1% | +51.7% | -74.8% | -32.9% |
| YTD | -20.6% | +60.0% | -80.5% | -32.2% |
| 1Y | -12.7% | +72.7% | -85.4% | -27.4% |
| All | -10.6% | +46.5% | -57.1% | -25.2% |
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