+441.6%
AME vs SWK
+21.9%
+419.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +1.1% | -2.3% | +3.4% | +2.1% |
| 30D | -4.1% | +30.4% | -34.5% | -15.0% |
| 3M | -6.3% | +12.1% | -18.5% | -11.7% |
| 6M | +3.5% | +49.1% | -45.5% | -13.9% |
| YTD | +17.3% | +60.4% | -43.2% | -6.4% |
| 1Y | +22.0% | +78.3% | -56.3% | -7.1% |
| 3Y | +62.0% | +53.3% | +8.7% | +24.1% |
| 5Y | +78.5% | -27.0% | +105.4% | +89.9% |
| 10Y | +441.6% | +20.8% | +420.8% | +304.1% |
| All | +441.6% | +21.9% | +419.8% | +304.1% |
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