+5,710.3%
AMD vs SWK
+30.0%
+5,680.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.6% | -14.7% | -16.0% |
| 7D | -28.6% | +11.3% | -39.9% | -32.6% |
| 30D | -37.7% | +28.1% | -65.8% | -45.4% |
| 3M | -16.1% | +12.6% | -28.7% | -21.8% |
| 6M | +13.8% | +51.7% | -37.9% | -8.3% |
| YTD | +88.8% | +60.0% | +28.9% | +45.8% |
| 1Y | +57.8% | +72.7% | -14.9% | +16.8% |
| 3Y | +260.3% | +46.3% | +214.0% | +172.8% |
| 5Y | +196.6% | -24.6% | +221.2% | +205.2% |
| All | +5,710.3% | +30.0% | +5,680.3% | +5,490.3% |
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 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