-22.8%
SWK vs AMBA
-68.8%
+46.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -1.7% | +14.8% | +13.5% |
| 7D | +17.9% | -8.1% | +26.0% | +19.9% |
| 30D | +31.9% | -10.8% | +42.7% | +34.7% |
| 3M | +16.6% | -25.9% | +42.5% | +23.4% |
| 6M | +61.1% | -13.9% | +75.0% | +58.2% |
| YTD | +64.2% | -14.0% | +78.2% | +59.7% |
| 1Y | +85.2% | -25.7% | +110.9% | +84.7% |
| 3Y | +50.2% | +21.5% | +28.7% | +24.8% |
| 5Y | -22.8% | -68.9% | +46.1% | -28.9% |
| All | -22.8% | -68.8% | +46.0% | -28.9% |
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