+55.1%
SWK vs ALM
+901.8%
-846.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.3% | -7.2% | +4.9% | -1.9% |
| 30D | +30.4% | -26.4% | +56.8% | +32.4% |
| 3M | +12.1% | -38.6% | +50.7% | +14.6% |
| 6M | +49.1% | -61.0% | +110.1% | +54.8% |
| YTD | +60.4% | -7.4% | +67.8% | +60.9% |
| 1Y | +78.3% | +14.0% | +64.4% | +77.4% |
| All | +55.1% | +901.8% | -846.7% | +34.1% |
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