+8,958.9%
SWKS vs AEM
+3,285.2%
+5,673.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.0% | +0.2% |
| 7D | -3.1% | +13.9% | -17.0% | -4.0% |
| 30D | +8.3% | +0.8% | +7.6% | +8.2% |
| 3M | +20.2% | +5.8% | +14.5% | +19.6% |
| 6M | +24.9% | -1.0% | +25.9% | +24.6% |
| YTD | +33.2% | +13.1% | +20.1% | +31.4% |
| 1Y | +23.6% | +14.4% | +9.2% | +21.8% |
| 3Y | +1.3% | +325.7% | -324.5% | -8.0% |
| 5Y | -40.6% | +273.7% | -314.3% | -46.0% |
| 10Y | +35.3% | +390.1% | -354.8% | +20.1% |
| All | +8,958.9% | +3,285.2% | +5,673.7% | +7,715.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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