+1,162.1%
AMAT vs SWKS
+33.1%
+1,129.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.4% |
| 7D | -14.7% | -6.2% | -8.6% | -10.7% |
| 30D | -36.1% | -1.5% | -34.6% | -35.5% |
| 3M | -36.9% | +23.0% | -59.8% | -47.2% |
| 6M | -22.2% | +27.6% | -49.8% | -37.7% |
| YTD | +29.9% | +32.3% | -2.4% | -2.1% |
| 1Y | +43.3% | +20.1% | +23.1% | +15.8% |
| 3Y | +142.7% | +0.6% | +142.0% | +102.0% |
| 5Y | +126.2% | -42.3% | +168.5% | +191.1% |
| All | +1,162.1% | +33.1% | +1,129.0% | +810.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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