+6,351.7%
AMD vs SWKS
+33.1%
+6,318.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.2% | +9.8% | +10.2% |
| 7D | -11.0% | -6.2% | -4.9% | -6.9% |
| 30D | -30.5% | -1.5% | -29.0% | -29.5% |
| 3M | -8.2% | +23.0% | -31.2% | -22.4% |
| 6M | +6.6% | +27.6% | -21.0% | -12.6% |
| YTD | +109.7% | +32.3% | +77.4% | +60.6% |
| 1Y | +88.9% | +20.1% | +68.8% | +55.0% |
| 3Y | +301.8% | +0.6% | +301.2% | +244.0% |
| 5Y | +229.4% | -42.3% | +271.7% | +327.4% |
| All | +6,351.7% | +33.1% | +6,318.6% | +4,346.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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