+50.0%
SWK vs ALM
+806.0%
-756.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.6% | +7.0% | -2.1% |
| 7D | +11.3% | -14.5% | +25.8% | +12.2% |
| 30D | +28.1% | -39.0% | +67.1% | +31.3% |
| 3M | +12.6% | -40.3% | +52.9% | +15.2% |
| 6M | +51.7% | -60.3% | +112.0% | +57.5% |
| YTD | +60.0% | -9.8% | +69.7% | +60.7% |
| 1Y | +72.7% | +30.8% | +41.9% | +70.9% |
| All | +50.0% | +806.0% | -756.0% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling