-25.3%
SWK vs AMP
+75.0%
-100.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +28.6% |
| 3M | +14.7% | -10.4% | +25.1% | +22.5% |
| 6M | +44.5% | +5.8% | +38.7% | +38.2% |
| YTD | +59.4% | +3.3% | +56.1% | +53.6% |
| 1Y | +77.5% | +11.1% | +66.5% | +63.1% |
| 3Y | +49.5% | +56.0% | -6.6% | +8.0% |
| All | -25.3% | +75.0% | -100.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling