+14.1%
SWKS vs ALB
+10.1%
+4.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.6% | -2.6% |
| 7D | -9.2% | +5.5% | -14.7% | -9.9% |
| 30D | -1.9% | -7.5% | +5.6% | -0.8% |
| 3M | +21.2% | -16.9% | +38.2% | +24.0% |
| 6M | +12.9% | -49.2% | +62.1% | +22.6% |
| YTD | +30.7% | -29.9% | +60.6% | +38.8% |
| 1Y | +14.1% | +8.2% | +5.9% | +17.4% |
| All | +14.1% | +10.1% | +4.1% | +17.4% |
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