+25.9%
SWKS vs AA
+115.8%
-89.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.1% |
| 7D | +12.5% | -0.7% | +13.2% | +12.7% |
| 30D | +10.5% | +5.0% | +5.5% | +8.6% |
| 3M | -7.4% | -35.8% | +28.4% | +4.0% |
| 6M | +32.7% | -18.4% | +51.1% | +37.8% |
| YTD | +19.2% | -5.5% | +24.6% | +17.6% |
| 1Y | +2.4% | +61.0% | -58.6% | -14.2% |
| 3Y | -25.6% | +66.2% | -91.8% | -41.2% |
| 5Y | -53.4% | +11.4% | -64.8% | -62.2% |
| All | +25.9% | +115.8% | -89.9% | -34.0% |
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