+12.4%
AMT vs SWK
+46.0%
-33.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +0.5% | +11.0% | -10.5% | -0.5% |
| 30D | +13.6% | +30.1% | -16.4% | +10.8% |
| 3M | +11.5% | +14.7% | -3.2% | +9.9% |
| 6M | +6.9% | +44.5% | -37.6% | +2.7% |
| YTD | +10.8% | +59.4% | -48.6% | +4.9% |
| 1Y | +10.3% | +77.5% | -67.2% | +3.0% |
| 3Y | +12.4% | +49.5% | -37.0% | +4.8% |
| All | +12.4% | +46.0% | -33.6% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling