+24.2%
SWKS vs AA
-11.2%
+35.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -3.0% |
| 7D | -4.9% | +0.9% | -5.9% | -4.9% |
| 30D | -1.2% | -6.4% | +5.3% | -0.9% |
| 3M | +24.2% | -13.0% | +37.1% | +23.1% |
| All | +24.2% | -11.2% | +35.4% | +23.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling