-43.0%
SWKS vs AMBA
-72.1%
+29.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.4% | +1.2% |
| 7D | -9.2% | -14.6% | +5.4% | -4.2% |
| 30D | -1.9% | -18.8% | +16.9% | +4.7% |
| 3M | +21.2% | -32.6% | +53.8% | +37.6% |
| 6M | +12.9% | -25.8% | +38.7% | +18.3% |
| YTD | +30.7% | -22.1% | +52.9% | +32.8% |
| 1Y | +14.1% | -36.2% | +50.4% | +22.6% |
| 3Y | -1.7% | +10.0% | -11.7% | -21.4% |
| 5Y | -43.0% | -71.6% | +28.6% | -38.7% |
| All | -43.0% | -72.1% | +29.1% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling