+72.7%
SWK vs ALM
+7.9%
+64.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.2% | -1.7% |
| 7D | -2.0% | -4.0% | +2.1% | -1.6% |
| 30D | +24.6% | -30.5% | +55.1% | +28.2% |
| 3M | +10.8% | -46.9% | +57.7% | +16.0% |
| 6M | +46.1% | -65.5% | +111.6% | +56.4% |
| YTD | +56.8% | -13.4% | +70.2% | +65.1% |
| 1Y | +72.7% | +9.8% | +62.9% | +82.0% |
| All | +72.7% | +7.9% | +64.8% | +82.0% |
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