+29.2%
SWK vs AMBA
-6.6%
+35.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.9% | -0.4% |
| 7D | +11.3% | -14.6% | +25.8% | +15.2% |
| 30D | +28.1% | -18.8% | +46.9% | +33.8% |
| 3M | +12.6% | -32.6% | +45.2% | +22.3% |
| 6M | +51.7% | -25.8% | +77.5% | +54.4% |
| YTD | +60.0% | -22.1% | +82.1% | +59.1% |
| 1Y | +72.7% | -36.2% | +108.9% | +78.8% |
| 3Y | +46.3% | +10.0% | +36.3% | +24.1% |
| 5Y | -24.6% | -71.6% | +46.9% | -19.6% |
| All | +29.2% | -6.6% | +35.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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