+42.3%
SWKS vs AZO
+300.1%
-257.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.0% |
| 7D | +6.8% | -0.8% | +7.6% | +7.1% |
| 30D | +11.3% | -5.1% | +16.4% | +13.3% |
| 3M | +4.1% | -7.2% | +11.3% | +6.4% |
| 6M | +39.7% | -20.7% | +60.4% | +51.0% |
| YTD | +23.2% | -14.2% | +37.4% | +28.4% |
| 1Y | +5.3% | -32.2% | +37.4% | +20.0% |
| 3Y | -15.1% | +11.1% | -26.3% | -23.2% |
| 5Y | -50.3% | +87.6% | -137.9% | -65.8% |
| 10Y | +42.3% | +302.9% | -260.6% | -24.2% |
| All | +42.3% | +300.1% | -257.7% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling