+313.8%
SWKS vs AR
-32.8%
+346.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.7% |
| 7D | -9.2% | -11.7% | +2.5% | -7.7% |
| 30D | -1.9% | +1.8% | -3.8% | -2.2% |
| 3M | +21.2% | +6.0% | +15.3% | +20.1% |
| 6M | +12.9% | -7.0% | +19.9% | +13.6% |
| YTD | +30.7% | +5.6% | +25.2% | +28.7% |
| 1Y | +14.1% | +10.8% | +3.3% | +11.5% |
| 3Y | -1.7% | +19.3% | -21.0% | -5.8% |
| 5Y | -43.0% | +73.3% | -116.3% | -48.7% |
| 10Y | +34.3% | +47.6% | -13.3% | +15.8% |
| All | +313.8% | -32.8% | +346.6% | +301.7% |
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