+111.8%
SWK vs ALLY
+104.2%
+7.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +3.8% | +9.3% | +11.1% |
| 7D | +17.9% | +2.4% | +15.5% | +16.6% |
| 30D | +31.9% | +5.6% | +26.4% | +28.4% |
| 3M | +16.6% | -11.7% | +28.3% | +24.5% |
| 6M | +61.1% | -7.0% | +68.2% | +67.5% |
| YTD | +64.2% | -10.4% | +74.7% | +73.4% |
| 1Y | +85.2% | +2.4% | +82.8% | +82.4% |
| 3Y | +50.2% | +59.2% | -9.0% | +15.6% |
| 5Y | -22.8% | -5.0% | -17.8% | -26.3% |
| 10Y | +35.8% | +204.5% | -168.7% | -31.5% |
| All | +111.8% | +104.2% | +7.5% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling