+36.2%
SWKS vs AMDL
+130.1%
-93.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -17.6% | +17.5% | +1.6% |
| 7D | +9.4% | +37.2% | -27.8% | +5.6% |
| 30D | +17.0% | -24.0% | +41.0% | +17.7% |
| 3M | +28.9% | -1.0% | +29.9% | +25.3% |
| 6M | +33.1% | -3.2% | +36.3% | +28.9% |
| YTD | +44.8% | +232.2% | -187.4% | +29.5% |
| 1Y | +36.2% | +137.7% | -101.5% | +27.4% |
| All | +36.2% | +130.1% | -93.9% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling