+8,668.8%
SWKS vs ALB
+2,114.9%
+6,553.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.3% | -8.2% | -5.0% |
| 7D | -4.9% | -2.1% | -2.9% | -4.4% |
| 30D | -1.2% | -9.0% | +7.8% | +2.2% |
| 3M | +24.2% | -21.1% | +45.3% | +34.9% |
| 6M | +21.5% | -49.9% | +71.4% | +56.9% |
| YTD | +33.5% | -32.3% | +65.8% | +47.6% |
| 1Y | +18.9% | +8.6% | +10.3% | +7.2% |
| 3Y | +0.4% | -22.2% | +22.6% | -8.1% |
| 5Y | -44.3% | -63.0% | +18.7% | -35.0% |
| 10Y | +37.1% | +29.9% | +7.2% | -18.0% |
| All | +8,668.8% | +2,114.9% | +6,553.8% | +2,211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling