+28.7%
SWK vs AMP
+573.8%
-545.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.6% |
| 7D | +11.0% | +2.2% | +8.9% | +9.8% |
| 30D | +30.1% | +2.2% | +27.8% | +28.5% |
| 3M | +14.7% | -10.4% | +25.1% | +22.7% |
| 6M | +44.5% | +5.8% | +38.7% | +38.1% |
| YTD | +59.4% | +3.3% | +56.1% | +53.6% |
| 1Y | +77.5% | +11.1% | +66.5% | +63.2% |
| 3Y | +49.5% | +56.0% | -6.6% | +8.8% |
| 5Y | -24.9% | +76.1% | -101.0% | -50.5% |
| All | +28.7% | +573.8% | -545.1% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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