-53.0%
SWKS vs AU
+668.7%
-721.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.9% | +3.8% |
| 7D | +12.5% | -3.6% | +16.1% | +13.0% |
| 30D | +10.5% | +23.9% | -13.4% | +7.5% |
| 3M | -7.4% | +19.1% | -26.5% | -9.7% |
| 6M | +32.7% | -0.2% | +32.8% | +31.2% |
| YTD | +19.2% | +32.5% | -13.3% | +13.4% |
| 1Y | +2.4% | +96.9% | -94.6% | -7.2% |
| 3Y | -25.6% | +614.7% | -640.4% | -43.4% |
| All | -53.0% | +668.7% | -721.7% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling