+261.9%
AMD vs SWKS
-1.9%
+263.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.1% | -15.2% | -16.2% |
| 7D | -28.6% | -9.2% | -19.4% | -24.7% |
| 30D | -37.7% | -1.9% | -35.8% | -36.9% |
| 3M | -16.1% | +21.2% | -37.3% | -25.8% |
| 6M | +13.8% | +12.9% | +0.9% | +3.5% |
| YTD | +88.8% | +30.7% | +58.1% | +55.5% |
| 1Y | +57.8% | +14.1% | +43.6% | +41.2% |
| All | +261.9% | -1.9% | +263.8% | +223.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling