+61.1%
SWK vs ALM
-58.2%
+119.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.2% | +12.0% | +13.0% |
| 7D | +17.9% | -6.4% | +24.3% | +18.6% |
| 30D | +31.9% | -35.0% | +66.9% | +37.5% |
| 3M | +16.6% | -33.8% | +50.4% | +20.1% |
| 6M | +61.1% | -55.0% | +116.1% | +70.0% |
| All | +61.1% | -58.2% | +119.3% | +70.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling