-4.6%
BA vs SWK
+15.2%
-19.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | -11.6% | -5.7% | -5.9% | -9.9% |
| 3M | -2.4% | +24.1% | -26.4% | -9.0% |
| 6M | -6.6% | +24.7% | -31.3% | -13.4% |
| YTD | -2.2% | +33.9% | -36.2% | -11.6% |
| 1Y | -8.0% | +34.7% | -42.7% | -17.3% |
| All | -4.6% | +15.2% | -19.8% | -19.3% |
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