+196.6%
AMD vs SWKS
-44.4%
+241.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.1% | -15.2% | -15.9% |
| 7D | -28.6% | -9.2% | -19.4% | -23.5% |
| 30D | -37.7% | -1.9% | -35.8% | -36.7% |
| 3M | -16.1% | +21.2% | -37.3% | -28.7% |
| 6M | +13.8% | +12.9% | +0.9% | -0.6% |
| YTD | +88.8% | +30.7% | +58.1% | +44.1% |
| 1Y | +57.8% | +14.1% | +43.6% | +33.9% |
| 3Y | +260.3% | -1.7% | +262.0% | +201.9% |
| 5Y | +196.6% | -43.0% | +239.6% | +350.0% |
| All | +196.6% | -44.4% | +241.0% | +350.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling