+47.6%
AMDL vs SWK
+43.8%
+3.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.4% | +22.6% | +22.6% |
| 7D | -26.2% | +11.0% | -37.2% | -33.0% |
| 30D | -57.1% | +30.1% | -87.1% | -66.6% |
| 3M | -29.8% | +14.7% | -44.5% | -38.9% |
| 6M | -22.2% | +44.5% | -66.7% | -44.1% |
| YTD | +142.1% | +59.4% | +82.7% | +56.5% |
| 1Y | +85.8% | +77.5% | +8.3% | +8.5% |
| All | +47.6% | +43.8% | +3.8% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling