+203.0%
AMAT vs SWKS
-25.5%
+228.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +2.5% |
| 7D | -1.5% | +12.5% | -14.0% | -7.3% |
| 30D | -14.8% | +10.5% | -25.3% | -19.2% |
| 3M | -9.3% | -7.4% | -1.9% | -6.0% |
| 6M | +27.4% | +32.7% | -5.3% | +8.2% |
| YTD | +77.6% | +19.2% | +58.4% | +57.8% |
| 1Y | +188.9% | +2.4% | +186.6% | +177.7% |
| All | +203.0% | -25.5% | +228.5% | +216.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling