+50.0%
SWK vs ALLY
+57.0%
-7.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -1.7% |
| 7D | +11.3% | -1.1% | +12.4% | +12.2% |
| 30D | +28.1% | +4.2% | +23.9% | +25.1% |
| 3M | +12.6% | -12.4% | +25.0% | +22.2% |
| 6M | +51.7% | -8.7% | +60.4% | +60.3% |
| YTD | +60.0% | -11.6% | +71.6% | +71.7% |
| 1Y | +72.7% | +0.2% | +72.5% | +71.5% |
| All | +50.0% | +57.0% | -7.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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