+32.1%
SWKS vs AMBA
-0.9%
+33.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -4.9% | -1.0% |
| 7D | -6.2% | -7.2% | +1.1% | -3.8% |
| 30D | -1.5% | -10.4% | +8.9% | +1.7% |
| 3M | +23.0% | -30.1% | +53.1% | +38.2% |
| 6M | +27.6% | -22.4% | +50.0% | +31.8% |
| YTD | +32.3% | -17.3% | +49.7% | +31.6% |
| 1Y | +20.1% | -35.4% | +55.5% | +28.8% |
| 3Y | +0.6% | +18.6% | -18.0% | -20.8% |
| 5Y | -42.3% | -69.8% | +27.5% | -33.4% |
| All | +32.1% | -0.9% | +33.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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