-41.9%
SWKS vs ATI
+958.1%
-1,000.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | -0.9% |
| 7D | -2.7% | +6.0% | -8.8% | -4.7% |
| 30D | +8.5% | -3.6% | +12.1% | +9.2% |
| 3M | +17.3% | -18.9% | +36.2% | +24.5% |
| 6M | +25.1% | +16.7% | +8.4% | +16.4% |
| YTD | +33.3% | +61.1% | -27.7% | +8.3% |
| 1Y | +22.9% | +89.3% | -66.4% | -6.2% |
| 3Y | +5.5% | +333.3% | -327.8% | -43.4% |
| 5Y | -41.9% | +954.5% | -996.4% | -76.5% |
| All | -41.9% | +958.1% | -1,000.0% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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