+111,876.4%
AMAT vs SWKS
+9,318.3%
+102,558.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.4% |
| 7D | -11.2% | -4.9% | -6.3% | -9.8% |
| 30D | -31.9% | -1.2% | -30.7% | -31.7% |
| 3M | -32.3% | +24.2% | -56.5% | -37.1% |
| 6M | -5.4% | +21.5% | -26.9% | -11.9% |
| YTD | +44.3% | +33.5% | +10.8% | +29.9% |
| 1Y | +61.4% | +18.9% | +42.4% | +50.3% |
| 3Y | +170.6% | +0.4% | +170.2% | +160.8% |
| 5Y | +156.4% | -44.3% | +200.7% | +195.8% |
| 10Y | +1,356.4% | +37.1% | +1,319.2% | +1,275.0% |
| All | +111,876.4% | +9,318.3% | +102,558.1% | +37,012.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling