+95.0%
AMDL vs SWK
+20.8%
+74.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.9% | +8.3% | +8.4% |
| 7D | +4.5% | -0.4% | +5.0% | +5.0% |
| 30D | -4.4% | -5.7% | +1.3% | +0.8% |
| 3M | -30.5% | +24.1% | -54.6% | -42.1% |
| 6M | +300.9% | +24.7% | +276.2% | +236.3% |
| YTD | +219.9% | +33.9% | +186.0% | +145.8% |
| 1Y | +374.7% | +34.7% | +340.0% | +254.2% |
| All | +95.0% | +20.8% | +74.2% | +33.5% |
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