+47.0%
SWKS vs AMCR
+20.2%
+26.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.8% | +7.7% | +6.8% |
| 7D | +5.7% | -8.5% | +14.2% | +10.1% |
| 30D | +17.3% | +6.8% | +10.6% | +13.2% |
| 3M | +28.3% | -5.0% | +33.3% | +30.7% |
| 6M | +26.1% | +13.9% | +12.2% | +17.1% |
| YTD | +41.1% | +11.2% | +29.9% | +30.6% |
| 1Y | +31.4% | +11.3% | +20.1% | +21.5% |
| 3Y | +7.3% | +15.4% | -8.1% | -4.2% |
| 5Y | -37.7% | -7.7% | -30.0% | -37.8% |
| All | +47.0% | +20.2% | +26.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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