+51.7%
AMZN vs SWKS
-36.1%
+87.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.4% |
| 7D | +2.8% | +10.9% | -8.1% | -0.5% |
| 30D | +3.4% | +17.6% | -14.2% | -2.0% |
| 3M | +0.1% | +29.2% | -29.1% | -9.6% |
| 6M | +0.6% | +37.0% | -36.3% | -12.8% |
| YTD | +15.9% | +44.9% | -29.1% | -3.7% |
| 1Y | +9.5% | +33.8% | -24.3% | -6.1% |
| 3Y | +86.3% | +10.2% | +76.1% | +54.1% |
| 5Y | +51.7% | -37.0% | +88.7% | +68.6% |
| All | +51.7% | -36.1% | +87.8% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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