+50.8%
SWKS vs AME
+444.5%
-393.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.5% |
| 7D | +9.4% | +5.9% | +3.6% | +4.4% |
| 30D | +17.0% | -1.9% | +18.9% | +18.2% |
| 3M | +28.9% | -5.4% | +34.3% | +34.2% |
| 6M | +33.1% | +4.9% | +28.2% | +27.8% |
| YTD | +44.8% | +18.5% | +26.3% | +24.5% |
| 1Y | +36.2% | +25.5% | +10.7% | +11.6% |
| 3Y | +11.5% | +63.0% | -51.5% | -28.1% |
| 5Y | -37.1% | +78.3% | -115.4% | -62.4% |
| All | +50.8% | +444.5% | -393.6% | -50.0% |
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