+13.3%
AME vs SWK
+82.9%
-69.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.4% | -5.2% |
| 7D | -11.4% | +11.3% | -22.7% | -14.3% |
| 30D | -12.1% | +28.1% | -40.2% | -19.3% |
| 3M | -12.3% | +12.6% | -24.9% | -15.7% |
| 6M | -4.6% | +51.7% | -56.4% | -18.1% |
| YTD | +9.1% | +60.0% | -50.9% | -9.3% |
| 1Y | +13.3% | +72.7% | -59.4% | -8.1% |
| All | +13.3% | +82.9% | -69.7% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling