+419.4%
AME vs SWK
+2.4%
+417.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +0.6% | -0.4% | +1.1% | +0.8% |
| 30D | -6.7% | -5.7% | -1.0% | -4.4% |
| 3M | +4.1% | +24.1% | -20.0% | -5.6% |
| 6M | +1.6% | +24.7% | -23.1% | -8.5% |
| YTD | +16.1% | +33.9% | -17.8% | +1.0% |
| 1Y | +27.3% | +34.7% | -7.4% | +9.6% |
| 3Y | +50.9% | +15.3% | +35.6% | +31.8% |
| 5Y | +81.4% | -39.3% | +120.7% | +110.3% |
| All | +419.4% | +2.4% | +417.0% | +311.1% |
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