+1,111.0%
AMAT vs SWKS
+31.5%
+1,079.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.5% | -12.2% |
| 7D | -24.3% | -9.2% | -15.1% | -18.9% |
| 30D | -39.8% | -1.9% | -37.9% | -39.1% |
| 3M | -40.2% | +21.2% | -61.4% | -49.5% |
| 6M | -22.1% | +12.9% | -35.0% | -32.6% |
| YTD | +24.7% | +30.7% | -6.1% | -5.3% |
| 1Y | +33.3% | +14.1% | +19.1% | +11.7% |
| 3Y | +133.9% | -1.7% | +135.6% | +98.0% |
| 5Y | +117.1% | -43.0% | +160.1% | +181.5% |
| All | +1,111.0% | +31.5% | +1,079.5% | +780.6% |
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