+142.4%
AMT vs SWK
+18.1%
+124.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.5% | -1.4% | +2.9% | +1.8% |
| 30D | +6.8% | +25.5% | -18.6% | +1.5% |
| 3M | +11.2% | +11.8% | -0.6% | +8.2% |
| 6M | +12.5% | +48.7% | -36.2% | +1.9% |
| YTD | +12.5% | +57.2% | -44.7% | -0.1% |
| 1Y | +10.1% | +75.3% | -65.2% | -4.9% |
| 3Y | +16.0% | +51.9% | -35.9% | +0.3% |
| 5Y | -17.2% | -30.7% | +13.6% | -14.6% |
| All | +142.4% | +18.1% | +124.3% | +98.1% |
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 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