-20.4%
SWK vs JAAA
+30.3%
-50.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.7% |
| 30D | +25.5% | +0.4% | +25.0% | +23.8% |
| 3M | +11.8% | +1.2% | +10.6% | +7.7% |
| 6M | +48.7% | +2.3% | +46.4% | +38.7% |
| YTD | +57.2% | +4.0% | +53.2% | +39.6% |
| 1Y | +75.3% | +4.8% | +70.4% | +52.1% |
| 3Y | +51.9% | +18.4% | +33.5% | +6.1% |
| 5Y | -30.7% | +27.5% | -58.3% | -56.4% |
| All | -20.4% | +30.3% | -50.7% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling