+11.5%
SWKS vs AU
+507.6%
-496.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +9.4% | -7.2% | +16.6% | +10.2% |
| 30D | +17.0% | -2.9% | +19.8% | +17.1% |
| 3M | +28.9% | -8.7% | +37.6% | +29.4% |
| 6M | +33.1% | -14.1% | +47.3% | +33.8% |
| YTD | +44.8% | +4.8% | +40.0% | +40.5% |
| 1Y | +36.2% | +11.9% | +24.3% | +30.8% |
| 3Y | +11.5% | +513.8% | -502.3% | -15.1% |
| All | +11.5% | +507.6% | -496.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling