-24.6%
SWK vs AMBA
-72.1%
+47.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.9% | -0.6% |
| 7D | +11.3% | -14.6% | +25.8% | +14.9% |
| 30D | +28.1% | -18.8% | +46.9% | +33.3% |
| 3M | +12.6% | -32.6% | +45.2% | +21.5% |
| 6M | +51.7% | -25.8% | +77.5% | +54.0% |
| YTD | +60.0% | -22.1% | +82.1% | +58.8% |
| 1Y | +72.7% | -36.2% | +108.9% | +78.1% |
| 3Y | +46.3% | +10.0% | +36.3% | +24.1% |
| 5Y | -24.6% | -71.6% | +46.9% | -29.2% |
| All | -24.6% | -72.1% | +47.5% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling