+277.1%
SWKS vs AR
-27.2%
+304.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +12.5% | +2.5% | +10.0% | +12.1% |
| 30D | +10.5% | +14.8% | -4.3% | +8.4% |
| 3M | -7.4% | +6.2% | -13.6% | -8.4% |
| 6M | +32.7% | +4.3% | +28.4% | +31.3% |
| YTD | +19.2% | +14.4% | +4.8% | +16.2% |
| 1Y | +2.4% | +21.3% | -19.0% | -1.2% |
| 3Y | -25.6% | +39.8% | -65.4% | -30.2% |
| 5Y | -53.4% | +142.1% | -195.5% | -59.7% |
| 10Y | +23.2% | +52.0% | -28.9% | +5.7% |
| All | +277.1% | -27.2% | +304.3% | +262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling