-80.6%
AMC vs SWK
+15.2%
-95.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | +2.3% | -0.4% | +2.8% | +2.5% |
| 30D | -0.7% | -5.7% | +5.0% | +1.3% |
| 3M | +35.2% | +24.1% | +11.1% | +24.1% |
| 6M | +124.6% | +24.7% | +99.9% | +104.7% |
| YTD | +69.9% | +33.9% | +35.9% | +50.5% |
| 1Y | -2.6% | +34.7% | -37.3% | -14.5% |
| All | -80.6% | +15.2% | -95.7% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling