+1,111.0%
AMAT vs SWK
+30.0%
+1,081.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -12.2% |
| 7D | -24.3% | +11.3% | -35.5% | -29.2% |
| 30D | -39.8% | +28.1% | -67.9% | -48.2% |
| 3M | -40.2% | +12.6% | -52.8% | -44.8% |
| 6M | -22.1% | +51.7% | -73.8% | -38.9% |
| YTD | +24.7% | +60.0% | -35.3% | -6.3% |
| 1Y | +33.3% | +72.7% | -39.4% | -4.2% |
| 3Y | +133.9% | +46.3% | +87.6% | +72.4% |
| 5Y | +117.1% | -24.6% | +141.7% | +129.6% |
| All | +1,111.0% | +30.0% | +1,081.0% | +931.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling