+5.3%
SWKS vs AZO
-31.1%
+36.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | +6.8% | -0.8% | +7.6% | +6.8% |
| 30D | +11.3% | -5.1% | +16.4% | +11.4% |
| 3M | +4.1% | -7.2% | +11.3% | +4.3% |
| 6M | +39.7% | -20.7% | +60.4% | +39.4% |
| YTD | +23.2% | -14.2% | +37.4% | +27.7% |
| 1Y | +5.3% | -32.2% | +37.4% | +7.7% |
| All | +5.3% | -31.1% | +36.4% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling