+85.2%
SWK vs ALM
+44.8%
+40.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.2% | +12.0% | +13.0% |
| 7D | +17.9% | -6.4% | +24.3% | +18.5% |
| 30D | +31.9% | -35.0% | +66.9% | +36.3% |
| 3M | +16.6% | -33.8% | +50.4% | +19.6% |
| 6M | +61.1% | -55.0% | +116.1% | +68.6% |
| YTD | +64.2% | -0.2% | +64.4% | +72.5% |
| 1Y | +85.2% | +41.8% | +43.4% | +95.0% |
| All | +85.2% | +44.8% | +40.4% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling