-43.6%
SWKS vs AA
-15.4%
-28.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.4% |
| 7D | -6.2% | +0.9% | -7.0% | -6.5% |
| 30D | -1.5% | -6.7% | +5.2% | +0.2% |
| 3M | +23.0% | -16.3% | +39.3% | +28.1% |
| 6M | +27.6% | -37.1% | +64.7% | +43.3% |
| YTD | +32.3% | -25.0% | +57.3% | +38.6% |
| 1Y | +20.1% | +8.6% | +11.5% | +12.4% |
| 3Y | +0.6% | +57.2% | -56.6% | -19.7% |
| All | -43.6% | -15.4% | -28.2% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling