+1,587.5%
AMAT vs SWKS
+23.7%
+1,563.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +1.9% |
| 7D | -1.5% | +12.5% | -14.0% | -9.5% |
| 30D | -14.8% | +10.5% | -25.3% | -20.9% |
| 3M | -9.3% | -7.4% | -1.9% | -5.0% |
| 6M | +27.4% | +32.7% | -5.3% | +0.3% |
| YTD | +77.6% | +19.2% | +58.4% | +48.4% |
| 1Y | +188.9% | +2.4% | +186.6% | +167.7% |
| 3Y | +202.3% | -25.6% | +227.9% | +225.8% |
| 5Y | +248.9% | -53.4% | +302.3% | +438.3% |
| All | +1,587.5% | +23.7% | +1,563.8% | +1,204.3% |
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