-21.3%
SWKS vs AS
+120.4%
-141.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.7% |
| 7D | +12.5% | -4.9% | +17.4% | +13.8% |
| 30D | +10.5% | -19.6% | +30.1% | +16.3% |
| 3M | -7.4% | -14.4% | +7.0% | -4.1% |
| 6M | +32.7% | -20.1% | +52.8% | +38.7% |
| YTD | +19.2% | -20.9% | +40.1% | +24.5% |
| 1Y | +2.4% | -21.9% | +24.2% | +6.7% |
| All | -21.3% | +120.4% | -141.7% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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