+1.8%
SWKS vs ALC
+24.0%
-22.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.8% |
| 7D | +12.5% | -2.1% | +14.6% | +13.9% |
| 30D | +10.5% | -0.1% | +10.6% | +10.3% |
| 3M | -7.4% | +5.9% | -13.3% | -11.3% |
| 6M | +32.7% | -15.9% | +48.6% | +45.6% |
| YTD | +19.2% | -10.1% | +29.3% | +25.2% |
| 1Y | +2.4% | -10.2% | +12.6% | +7.3% |
| 3Y | -25.6% | -13.6% | -12.1% | -21.8% |
| 5Y | -53.4% | -15.1% | -38.3% | -51.4% |
| All | +1.8% | +24.0% | -22.2% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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