-21.9%
SWKS vs AMDL
+95.0%
-117.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.2% | -5.7% | +2.0% |
| 7D | +12.5% | +4.5% | +8.0% | +11.6% |
| 30D | +10.5% | -4.4% | +14.9% | +10.7% |
| 3M | -7.4% | -30.5% | +23.1% | -5.5% |
| 6M | +32.7% | +300.9% | -268.2% | -3.1% |
| YTD | +19.2% | +219.9% | -200.8% | -13.2% |
| 1Y | +2.4% | +374.7% | -372.3% | -36.4% |
| All | -21.9% | +95.0% | -117.0% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling