+95.5%
AMD vs SWK
+87.6%
+7.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +13.1% | -12.1% | -3.9% |
| 7D | -15.5% | +17.9% | -33.4% | -21.2% |
| 30D | -22.6% | +31.9% | -54.6% | -31.7% |
| 3M | -5.7% | +16.6% | -22.3% | -11.8% |
| 6M | +43.1% | +61.1% | -18.0% | +16.1% |
| YTD | +128.2% | +64.2% | +64.0% | +81.8% |
| 1Y | +95.5% | +85.2% | +10.3% | +48.2% |
| All | +95.5% | +87.6% | +7.8% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling