+32.1%
SWKS vs AME
+442.8%
-410.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | -0.9% |
| 7D | -6.2% | -5.2% | -1.0% | -2.3% |
| 30D | -1.5% | -8.0% | +6.5% | +4.9% |
| 3M | +23.0% | -8.9% | +31.9% | +32.1% |
| 6M | +27.6% | -5.0% | +32.6% | +32.7% |
| YTD | +32.3% | +11.9% | +20.4% | +19.3% |
| 1Y | +20.1% | +16.6% | +3.5% | +4.6% |
| 3Y | +0.6% | +62.5% | -61.8% | -34.9% |
| 5Y | -42.3% | +67.6% | -109.9% | -63.7% |
| All | +32.1% | +442.8% | -410.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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