+21.5%
AMCR vs SWK
+29.6%
-8.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.0% |
| 7D | -5.3% | +11.0% | -16.3% | -9.1% |
| 30D | +8.7% | +30.1% | -21.3% | -1.7% |
| 3M | -3.3% | +14.7% | -17.9% | -8.4% |
| 6M | +15.1% | +44.5% | -29.4% | -0.2% |
| YTD | +12.4% | +59.4% | -47.0% | -6.3% |
| 1Y | +15.8% | +77.5% | -61.7% | -7.4% |
| 3Y | +16.7% | +49.5% | -32.7% | -4.8% |
| 5Y | -5.1% | -24.9% | +19.8% | -2.3% |
| All | +21.5% | +29.6% | -8.0% | +0.7% |
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