-5.4%
AMAT vs SWKS
+21.4%
-26.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.3% |
| 7D | -11.2% | -4.9% | -6.3% | -9.6% |
| 30D | -31.9% | -1.2% | -30.7% | -31.5% |
| 3M | -32.3% | +24.2% | -56.5% | -39.2% |
| 6M | -5.4% | +21.5% | -26.9% | -11.3% |
| All | -5.4% | +21.4% | -26.8% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling