+247.2%
AMAT vs SWK
-38.7%
+285.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.9% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | -14.8% | -5.7% | -9.1% | -12.4% |
| 3M | -9.3% | +24.1% | -33.3% | -18.2% |
| 6M | +27.4% | +24.7% | +2.7% | +14.2% |
| YTD | +77.6% | +33.9% | +43.6% | +52.7% |
| 1Y | +188.9% | +34.7% | +154.3% | +146.3% |
| 3Y | +202.3% | +15.3% | +187.0% | +163.0% |
| All | +247.2% | -38.7% | +285.9% | +304.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling