-98.7%
AMC vs SWK
+29.6%
-128.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +2.6% | +11.0% | -8.4% | -2.6% |
| 30D | +9.0% | +30.1% | -21.0% | -4.5% |
| 3M | +22.2% | +14.7% | +7.5% | +13.8% |
| 6M | +91.5% | +44.5% | +47.0% | +56.9% |
| YTD | +101.3% | +59.4% | +41.9% | +54.4% |
| 1Y | +20.8% | +77.5% | -56.8% | -12.7% |
| 3Y | -71.3% | +49.5% | -120.8% | -78.8% |
| 5Y | -99.2% | -24.9% | -74.4% | -99.2% |
| All | -98.7% | +29.6% | -128.3% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling