-8.3%
BA vs SWK
+50.4%
-58.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +13.1% | -11.0% | -2.0% |
| 7D | +5.9% | +17.9% | -12.0% | +0.3% |
| 30D | -8.2% | +31.9% | -40.1% | -16.2% |
| 3M | -25.4% | +16.6% | -41.9% | -29.2% |
| 6M | -20.0% | +61.1% | -81.1% | -31.5% |
| YTD | -18.5% | +64.2% | -82.7% | -31.0% |
| 1Y | -10.6% | +85.2% | -95.8% | -27.3% |
| All | -8.3% | +50.4% | -58.7% | -23.9% |
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