-42.3%
SWKS vs AUR
-54.5%
+12.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.2% |
| 7D | -3.1% | +6.6% | -9.7% | -4.1% |
| 30D | +8.3% | -22.0% | +30.3% | +11.9% |
| 3M | +20.2% | -34.8% | +55.0% | +27.1% |
| 6M | +24.9% | -35.7% | +60.7% | +31.8% |
| YTD | +33.2% | +18.5% | +14.7% | +26.6% |
| 1Y | +23.6% | +4.4% | +19.2% | +19.5% |
| 3Y | +1.3% | +150.7% | -149.4% | -22.2% |
| 5Y | -40.6% | -53.6% | +13.0% | -50.4% |
| All | -42.3% | -54.5% | +12.2% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling