+100.2%
AMCR vs SWK
+102.7%
-2.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +13.0% | +34.7% | -21.7% | +2.0% |
| 3Y | +6.9% | +15.3% | -8.3% | -1.9% |
| 5Y | -10.5% | -39.3% | +28.8% | -3.5% |
| 10Y | +20.9% | +2.5% | +18.4% | +11.0% |
| All | +100.2% | +102.7% | -2.5% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling