+332.7%
SWK vs AMP
+1,920.5%
-1,587.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -0.8% |
| 7D | +11.3% | +2.3% | +9.0% | +10.2% |
| 30D | +28.1% | +2.6% | +25.5% | +26.7% |
| 3M | +12.6% | -9.2% | +21.8% | +18.1% |
| 6M | +51.7% | +7.6% | +44.1% | +45.2% |
| YTD | +60.0% | +4.9% | +55.1% | +54.4% |
| 1Y | +72.7% | +12.4% | +60.3% | +61.0% |
| 3Y | +46.3% | +57.3% | -11.0% | +14.5% |
| 5Y | -24.6% | +78.8% | -103.4% | -45.3% |
| 10Y | +32.2% | +601.0% | -568.8% | -51.9% |
| All | +332.7% | +1,920.5% | -1,587.7% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling