+81.3%
SWK vs ALM
+21.0%
+60.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.2% | +2.1% |
| 7D | +10.7% | +0.7% | +9.9% | +10.6% |
| 30D | +33.3% | -26.1% | +59.4% | +36.4% |
| 3M | +14.7% | -38.1% | +52.8% | +18.5% |
| 6M | +48.5% | -55.4% | +103.9% | +55.7% |
| YTD | +63.9% | -0.4% | +64.3% | +70.6% |
| All | +81.3% | +21.0% | +60.3% | +89.0% |
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