+320.7%
SWKS vs AMBA
+837.3%
-516.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +12.5% | -11.0% | +23.5% | +16.6% |
| 30D | +10.5% | -23.2% | +33.7% | +19.8% |
| 3M | -7.4% | -12.7% | +5.3% | -6.4% |
| 6M | +32.7% | +11.2% | +21.5% | +22.7% |
| YTD | +19.2% | -11.2% | +30.4% | +17.3% |
| 1Y | +2.4% | -22.5% | +24.9% | +3.5% |
| 3Y | -25.6% | -1.3% | -24.3% | -34.5% |
| 5Y | -53.4% | -54.2% | +0.7% | -52.8% |
| 10Y | +23.2% | -6.1% | +29.3% | -9.5% |
| All | +320.7% | +837.3% | -516.5% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling