+51.0%
SWKS vs AA
+44.7%
+6.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.2% | +3.1% |
| 7D | +10.9% | +5.3% | +5.6% | +9.2% |
| 30D | +17.6% | -2.3% | +19.8% | +18.0% |
| 3M | +29.2% | -20.8% | +50.0% | +37.0% |
| 6M | +37.0% | -39.8% | +76.8% | +55.9% |
| YTD | +44.9% | -23.3% | +68.2% | +51.0% |
| 1Y | +33.8% | +1.8% | +32.0% | +28.1% |
| 3Y | +10.2% | +69.5% | -59.3% | -13.2% |
| 5Y | -37.0% | -18.0% | -19.0% | -43.8% |
| All | +51.0% | +44.7% | +6.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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