-0.6%
SWKS vs AA
+48.6%
-49.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.3% | -0.5% |
| 7D | -9.2% | -3.7% | -5.5% | -8.3% |
| 30D | -1.9% | -10.8% | +8.9% | +1.2% |
| 3M | +21.2% | -19.1% | +40.3% | +27.7% |
| 6M | +12.9% | -38.7% | +51.6% | +28.8% |
| YTD | +30.7% | -27.1% | +57.9% | +37.8% |
| 1Y | +14.1% | +8.3% | +5.8% | +4.5% |
| All | -0.6% | +48.6% | -49.1% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling