+39.1%
SWKS vs ALNY
+273.5%
-234.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +6.8% | -3.5% | +10.3% | +7.3% |
| 30D | +11.3% | +18.9% | -7.6% | +8.6% |
| 3M | +4.1% | -13.3% | +17.4% | +5.0% |
| 6M | +39.7% | -20.3% | +59.9% | +42.3% |
| YTD | +23.2% | -35.1% | +58.3% | +29.1% |
| 1Y | +5.3% | -46.5% | +51.8% | +13.3% |
| 3Y | -15.1% | +28.1% | -43.2% | -22.1% |
| 5Y | -50.3% | +36.1% | -86.4% | -56.2% |
| All | +39.1% | +273.5% | -234.4% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling