+112.7%
AMT vs SWK
+29.6%
+83.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +0.5% | +11.0% | -10.5% | -1.8% |
| 30D | +13.6% | +30.1% | -16.4% | +7.1% |
| 3M | +11.5% | +14.7% | -3.2% | +7.9% |
| 6M | +6.9% | +44.5% | -37.6% | -2.4% |
| YTD | +10.8% | +59.4% | -48.6% | -1.7% |
| 1Y | +10.3% | +77.5% | -67.2% | -4.8% |
| 3Y | +12.4% | +49.5% | -37.0% | -2.2% |
| 5Y | -20.1% | -24.9% | +4.8% | -19.4% |
| All | +112.7% | +29.6% | +83.1% | +81.3% |
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