+76.6%
AME vs SWK
-23.3%
+99.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.3% |
| 7D | -1.5% | +10.7% | -12.2% | -4.8% |
| 30D | -4.2% | +33.3% | -37.5% | -12.7% |
| 3M | -5.9% | +14.7% | -20.6% | -10.3% |
| 6M | +2.8% | +48.5% | -45.7% | -9.8% |
| YTD | +16.6% | +63.9% | -47.3% | -1.4% |
| 1Y | +22.1% | +80.4% | -58.3% | +0.2% |
| 3Y | +64.7% | +58.1% | +6.6% | +35.5% |
| 5Y | +76.6% | -24.5% | +101.1% | +84.9% |
| All | +76.6% | -23.3% | +99.9% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling