+20.7%
AMDL vs SWK
+44.3%
-23.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -2.6% | -32.3% | -32.6% |
| 7D | -52.7% | +11.3% | -64.0% | -57.1% |
| 30D | -65.3% | +28.1% | -93.4% | -72.6% |
| 3M | -40.8% | +12.6% | -53.4% | -47.6% |
| 6M | -12.9% | +51.7% | -64.6% | -39.3% |
| YTD | +98.0% | +60.0% | +38.0% | +27.7% |
| 1Y | +30.1% | +72.7% | -42.5% | -21.8% |
| All | +20.7% | +44.3% | -23.6% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling