+5.3%
SWKS vs AUR
+13.8%
-8.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +6.8% | +11.1% | -4.3% | +4.2% |
| 30D | +11.3% | -6.9% | +18.1% | +12.6% |
| 3M | +4.1% | +5.5% | -1.5% | +2.4% |
| 6M | +39.7% | +41.0% | -1.3% | +26.7% |
| YTD | +23.2% | +69.3% | -46.1% | +4.9% |
| 1Y | +5.3% | +14.0% | -8.8% | +2.2% |
| All | +5.3% | +13.8% | -8.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling