+337.5%
AMD vs SWK
-38.7%
+376.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.2% |
| 7D | +2.6% | -0.4% | +3.0% | +2.8% |
| 30D | -0.9% | -5.7% | +4.8% | +1.9% |
| 3M | -8.7% | +24.1% | -32.8% | -18.1% |
| 6M | +136.3% | +24.7% | +111.6% | +111.3% |
| YTD | +123.0% | +33.9% | +89.1% | +90.6% |
| 1Y | +195.2% | +34.7% | +160.5% | +148.6% |
| 3Y | +336.3% | +15.3% | +321.1% | +271.8% |
| All | +337.5% | -38.7% | +376.3% | +381.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling