+11.7%
SWKS vs ALC
+34.7%
-22.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.5% |
| 7D | -9.2% | +7.6% | -16.8% | -13.2% |
| 30D | -1.9% | +21.1% | -23.1% | -12.6% |
| 3M | +21.2% | +8.5% | +12.8% | +14.4% |
| 6M | +12.9% | +2.8% | +10.1% | +9.1% |
| YTD | +30.7% | -2.4% | +33.1% | +29.8% |
| 1Y | +14.1% | +3.5% | +10.7% | +9.1% |
| 3Y | -1.7% | +4.2% | -5.9% | -8.4% |
| 5Y | -43.0% | -9.0% | -34.0% | -43.2% |
| All | +11.7% | +34.7% | -22.9% | -19.3% |
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