+31.0%
SWKS vs AMCR
+16.5%
+14.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.7% |
| 7D | +11.8% | -1.8% | +13.7% | +12.8% |
| 30D | +6.7% | -6.0% | +12.8% | +9.9% |
| 3M | 0.0% | +18.9% | -18.9% | -8.4% |
| 6M | +38.7% | +5.7% | +33.1% | +33.0% |
| YTD | +21.4% | +11.1% | +10.3% | +12.9% |
| 1Y | +2.9% | +12.7% | -9.8% | -5.2% |
| 3Y | -16.4% | +9.6% | -26.0% | -23.1% |
| 5Y | -51.2% | -10.3% | -40.8% | -50.3% |
| 10Y | +31.0% | +16.5% | +14.6% | +6.3% |
| All | +31.0% | +16.5% | +14.6% | +6.3% |
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