+440.7%
AME vs SWK
+18.1%
+422.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +5.9% | -1.4% | +7.3% | +6.5% |
| 30D | -1.9% | +25.5% | -27.4% | -11.7% |
| 3M | -5.4% | +11.8% | -17.2% | -10.7% |
| 6M | +4.9% | +48.7% | -43.8% | -12.7% |
| YTD | +18.5% | +57.2% | -38.7% | -4.7% |
| 1Y | +25.5% | +75.3% | -49.8% | -3.9% |
| 3Y | +63.0% | +51.9% | +11.1% | +25.2% |
| 5Y | +78.3% | -30.7% | +109.1% | +94.9% |
| All | +440.7% | +18.1% | +422.6% | +294.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling