+169.4%
AMAT vs SWK
+50.4%
+119.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +13.1% | -16.4% | -8.7% |
| 7D | -11.2% | +17.9% | -29.1% | -17.8% |
| 30D | -31.9% | +31.9% | -63.8% | -40.3% |
| 3M | -32.3% | +16.6% | -48.9% | -37.3% |
| 6M | -5.4% | +61.1% | -66.5% | -23.8% |
| YTD | +44.3% | +64.2% | -20.0% | +13.9% |
| 1Y | +61.4% | +85.2% | -23.8% | +21.0% |
| All | +169.4% | +50.4% | +119.0% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling