+117.1%
AMAT vs SWKS
-44.4%
+161.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.5% | -12.3% |
| 7D | -24.3% | -9.2% | -15.1% | -19.5% |
| 30D | -39.8% | -1.9% | -37.9% | -39.1% |
| 3M | -40.2% | +21.2% | -61.4% | -48.6% |
| 6M | -22.1% | +12.9% | -35.0% | -31.4% |
| YTD | +24.7% | +30.7% | -6.1% | -2.6% |
| 1Y | +33.3% | +14.1% | +19.1% | +14.4% |
| 3Y | +133.9% | -1.7% | +135.6% | +99.8% |
| 5Y | +117.1% | -43.0% | +160.1% | +204.1% |
| All | +117.1% | -44.4% | +161.5% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling