+444.6%
AME vs SWK
+29.6%
+415.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -5.2% | +11.0% | -16.2% | -9.9% |
| 30D | -8.0% | +30.1% | -38.1% | -18.4% |
| 3M | -8.9% | +14.7% | -23.6% | -14.9% |
| 6M | -5.0% | +44.5% | -49.5% | -20.0% |
| YTD | +11.9% | +59.4% | -47.5% | -10.5% |
| 1Y | +16.6% | +77.5% | -60.9% | -11.1% |
| 3Y | +62.5% | +49.5% | +13.0% | +25.9% |
| 5Y | +67.6% | -24.9% | +92.5% | +75.3% |
| All | +444.6% | +29.6% | +415.0% | +292.8% |
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