+50.0%
SWK vs ALC
+4.5%
+45.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.0% |
| 7D | +11.3% | +7.6% | +3.6% | +7.1% |
| 30D | +28.1% | +21.1% | +6.9% | +15.7% |
| 3M | +12.6% | +8.5% | +4.1% | +7.7% |
| 6M | +51.7% | +2.8% | +48.9% | +47.7% |
| YTD | +60.0% | -2.4% | +62.4% | +60.1% |
| 1Y | +72.7% | +3.5% | +69.2% | +66.5% |
| All | +50.0% | +4.5% | +45.5% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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