+0.6%
SWKS vs AWK
+24.3%
-23.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.1% |
| 7D | -6.2% | +4.1% | -10.3% | -6.0% |
| 30D | -1.5% | +18.0% | -19.5% | -0.8% |
| 3M | +23.0% | +12.2% | +10.7% | +23.5% |
| 6M | +27.6% | +21.2% | +6.4% | +28.7% |
| YTD | +32.3% | +17.6% | +14.8% | +33.3% |
| 1Y | +20.1% | +19.2% | +0.9% | +21.0% |
| 3Y | +0.6% | +26.7% | -26.1% | -2.9% |
| All | +0.6% | +24.3% | -23.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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