+18.9%
SWKS vs ALB
+4.7%
+14.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.3% | -8.2% | -3.7% |
| 7D | -4.9% | -2.1% | -2.9% | -4.7% |
| 30D | -1.2% | -9.0% | +7.8% | +0.2% |
| 3M | +24.2% | -21.1% | +45.3% | +28.0% |
| 6M | +21.5% | -49.9% | +71.4% | +32.6% |
| YTD | +33.5% | -32.3% | +65.8% | +42.2% |
| 1Y | +18.9% | +8.6% | +10.3% | +21.1% |
| All | +18.9% | +4.7% | +14.2% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling