-37.7%
SWKS vs AZO
+72.3%
-110.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.3% | +5.9% |
| 7D | +5.7% | -2.6% | +8.3% | +6.2% |
| 30D | +17.3% | +11.7% | +5.6% | +14.8% |
| 3M | +28.3% | +6.4% | +21.8% | +26.4% |
| 6M | +26.1% | -5.5% | +31.6% | +27.3% |
| YTD | +41.1% | -4.5% | +45.6% | +41.6% |
| 1Y | +31.4% | -13.8% | +45.2% | +35.3% |
| 3Y | +7.3% | +19.8% | -12.5% | -2.0% |
| 5Y | -37.7% | +71.6% | -109.3% | -51.9% |
| All | -37.7% | +72.3% | -110.0% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling