+270.3%
SWKS vs AMCR
+100.2%
+170.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.5% | -1.9% | +14.4% | +13.3% |
| 30D | +10.5% | -4.1% | +14.6% | +12.2% |
| 3M | -7.4% | +21.7% | -29.1% | -14.2% |
| 6M | +32.7% | +1.5% | +31.2% | +30.6% |
| YTD | +19.2% | +13.1% | +6.0% | +12.2% |
| 1Y | +2.4% | +13.0% | -10.6% | -3.7% |
| 3Y | -25.6% | +6.9% | -32.5% | -29.1% |
| 5Y | -53.4% | -10.5% | -43.0% | -52.7% |
| 10Y | +23.2% | +20.9% | +2.3% | +7.1% |
| All | +270.3% | +100.2% | +170.1% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling