+156.4%
AMAT vs SWKS
-44.6%
+201.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -1.5% |
| 7D | -11.2% | -4.9% | -6.3% | -8.4% |
| 30D | -31.9% | -1.2% | -30.7% | -31.6% |
| 3M | -32.3% | +24.2% | -56.5% | -42.8% |
| 6M | -5.4% | +21.5% | -26.9% | -20.7% |
| YTD | +44.3% | +33.5% | +10.8% | +11.2% |
| 1Y | +61.4% | +18.9% | +42.4% | +34.8% |
| 3Y | +170.6% | +0.4% | +170.2% | +128.3% |
| 5Y | +156.4% | -44.3% | +200.7% | +253.5% |
| All | +156.4% | -44.6% | +201.0% | +253.5% |
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 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