+7,727.6%
SWKS vs ALB
+2,835.3%
+4,892.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +8.0% | +5.3% |
| 7D | +12.5% | -8.1% | +20.6% | +16.1% |
| 30D | +10.5% | +6.3% | +4.2% | +7.4% |
| 3M | -7.4% | -23.6% | +16.2% | +2.0% |
| 6M | +32.7% | -24.6% | +57.3% | +44.0% |
| YTD | +19.2% | -10.3% | +29.4% | +18.6% |
| 1Y | +2.4% | +61.5% | -59.1% | -22.3% |
| 3Y | -25.6% | -34.0% | +8.4% | -26.5% |
| 5Y | -53.4% | -44.6% | -8.8% | -53.8% |
| 10Y | +23.2% | +76.1% | -52.9% | -34.4% |
| All | +7,727.6% | +2,835.3% | +4,892.3% | +1,756.5% |
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