+106.4%
AMCR vs SWK
+102.7%
+3.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -1.9% | -0.4% | -1.4% | -1.7% |
| 30D | -4.1% | -5.7% | +1.6% | -2.3% |
| 3M | +21.7% | +24.1% | -2.4% | +13.6% |
| 6M | +1.5% | +24.7% | -23.2% | -5.5% |
| YTD | +13.1% | +33.9% | -20.8% | +2.9% |
| 1Y | +16.5% | +34.7% | -18.2% | +5.2% |
| 3Y | +10.3% | +15.3% | -5.0% | +1.2% |
| 5Y | -7.7% | -39.3% | +31.6% | -0.5% |
| 10Y | +24.6% | +2.5% | +22.2% | +14.4% |
| All | +106.4% | +102.7% | +3.8% | +90.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling