-13.3%
SWKS vs AMDL
+47.6%
-60.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +22.3% | -21.1% | -2.2% |
| 7D | -6.2% | -26.2% | +20.1% | -3.4% |
| 30D | -1.5% | -57.1% | +55.6% | +9.4% |
| 3M | +23.0% | -29.8% | +52.8% | +24.5% |
| 6M | +27.6% | -22.2% | +49.8% | +22.3% |
| YTD | +32.3% | +142.1% | -109.8% | -3.1% |
| 1Y | +20.1% | +85.8% | -65.7% | -8.5% |
| All | -13.3% | +47.6% | -60.9% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling