-99.8%
AMIX vs SWK
+14.2%
-114.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | -13.7% | -0.4% | -13.3% | -13.6% |
| 30D | -62.1% | -5.7% | -56.3% | -61.1% |
| 3M | -46.2% | +24.1% | -70.2% | -45.4% |
| 6M | -46.4% | +24.7% | -71.1% | -45.8% |
| YTD | -60.3% | +33.9% | -94.2% | -59.6% |
| 1Y | -79.7% | +34.7% | -114.3% | -79.2% |
| All | -99.8% | +14.2% | -114.0% | -99.8% |
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