-41.2%
SWKS vs AR
+95.1%
-136.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.3% |
| 7D | -3.1% | -5.8% | +2.6% | -2.0% |
| 30D | +8.3% | +4.8% | +3.5% | +7.1% |
| 3M | +20.2% | +1.5% | +18.7% | +19.6% |
| 6M | +24.9% | +4.7% | +20.2% | +22.8% |
| YTD | +33.2% | +9.2% | +24.0% | +28.8% |
| 1Y | +23.6% | +11.2% | +12.4% | +18.8% |
| 3Y | +1.3% | +46.2% | -45.0% | -9.2% |
| All | -41.2% | +95.1% | -136.3% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling