-99.3%
AMC vs SWK
-25.4%
-73.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.6% | -9.9% | -11.2% |
| 7D | 0.0% | +11.3% | -11.3% | -5.4% |
| 30D | +4.4% | +28.1% | -23.7% | -8.2% |
| 3M | +15.4% | +12.6% | +2.8% | +8.2% |
| 6M | +93.7% | +51.7% | +42.0% | +53.0% |
| YTD | +97.4% | +60.0% | +37.5% | +48.9% |
| 1Y | +23.2% | +72.7% | -49.5% | -11.5% |
| 3Y | -71.3% | +46.3% | -117.6% | -79.1% |
| 5Y | -99.3% | -24.6% | -74.6% | -99.3% |
| All | -99.3% | -25.4% | -73.8% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling