+11.5%
SWKS vs AA
+67.6%
-56.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | +9.4% | +0.5% | +8.9% | +9.2% |
| 30D | +17.0% | -0.6% | +17.6% | +16.9% |
| 3M | +28.9% | -19.7% | +48.6% | +36.4% |
| 6M | +33.1% | -41.6% | +74.7% | +53.9% |
| YTD | +44.8% | -24.6% | +69.4% | +51.1% |
| 1Y | +36.2% | +4.9% | +31.3% | +26.5% |
| 3Y | +11.5% | +66.8% | -55.3% | -17.2% |
| All | +11.5% | +67.6% | -56.1% | -17.2% |
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