-25.2%
SWKS vs AR
+40.7%
-66.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +12.5% | +2.5% | +10.0% | +11.9% |
| 30D | +10.5% | +14.8% | -4.3% | +7.1% |
| 3M | -7.4% | +6.2% | -13.6% | -8.9% |
| 6M | +32.7% | +4.3% | +28.4% | +30.5% |
| YTD | +19.2% | +14.4% | +4.8% | +13.9% |
| 1Y | +2.4% | +21.3% | -19.0% | -4.3% |
| All | -25.2% | +40.7% | -66.0% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling