+7,222.6%
SWKS vs AZO
+43,293.3%
-36,070.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +12.5% | +0.7% | +11.8% | +12.2% |
| 30D | +10.5% | -2.7% | +13.2% | +11.5% |
| 3M | -7.4% | -3.2% | -4.2% | -6.9% |
| 6M | +32.7% | -19.7% | +52.4% | +42.3% |
| YTD | +19.2% | -12.0% | +31.2% | +22.9% |
| 1Y | +2.4% | -29.5% | +31.9% | +13.9% |
| 3Y | -25.6% | +17.3% | -43.0% | -32.6% |
| 5Y | -53.4% | +94.1% | -147.5% | -65.6% |
| 10Y | +23.2% | +303.3% | -280.1% | -32.3% |
| All | +7,222.6% | +43,293.3% | -36,070.7% | +1,259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling