-36.5%
SWKS vs AWK
-2.4%
-34.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | +17.0% | +14.3% | +2.7% | +13.9% |
| 3M | +28.9% | +10.3% | +18.6% | +26.3% |
| 6M | +33.1% | +18.9% | +14.2% | +28.1% |
| YTD | +44.8% | +17.7% | +27.1% | +39.1% |
| 1Y | +36.2% | +16.9% | +19.4% | +31.0% |
| 3Y | +11.5% | +32.2% | -20.7% | -2.0% |
| All | -36.5% | -2.4% | -34.1% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling