-17.1%
SWKS vs AZO
+15.5%
-32.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | +12.5% | +0.7% | +11.8% | +12.4% |
| 30D | +10.5% | -2.7% | +13.2% | +10.9% |
| 3M | -7.4% | -3.2% | -4.2% | -7.1% |
| 6M | +32.7% | -19.7% | +52.4% | +36.3% |
| YTD | +19.2% | -12.0% | +31.2% | +21.1% |
| 1Y | +2.4% | -29.5% | +31.9% | +8.0% |
| All | -17.1% | +15.5% | -32.5% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling