-51.2%
SWKS vs AZO
+93.0%
-144.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | +11.8% | -0.5% | +12.3% | +11.9% |
| 30D | +6.7% | -5.6% | +12.4% | +8.1% |
| 3M | 0.0% | -4.0% | +4.0% | +0.6% |
| 6M | +38.7% | -18.9% | +57.7% | +45.0% |
| YTD | +21.4% | -13.0% | +34.3% | +24.3% |
| 1Y | +2.9% | -30.4% | +33.3% | +11.7% |
| 3Y | -16.4% | +12.7% | -29.1% | -22.8% |
| 5Y | -51.2% | +89.6% | -140.8% | -64.0% |
| All | -51.2% | +93.0% | -144.2% | -64.0% |
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