+81.9%
SWK vs AMRZ
-19.2%
+101.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.4% | -2.1% | +0.7% | -0.2% |
| 30D | +25.5% | +13.0% | +12.5% | +18.0% |
| 3M | +11.8% | -12.1% | +23.9% | +19.8% |
| 6M | +48.7% | -19.1% | +67.8% | +65.1% |
| YTD | +57.2% | -23.3% | +80.4% | +78.7% |
| 1Y | +75.3% | -16.6% | +91.8% | +90.9% |
| All | +81.9% | -19.2% | +101.1% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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