+37.8%
SWKS vs AME
+434.2%
-396.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | -4.1% | +1.0% | -0.1% |
| 30D | +8.3% | -4.1% | +12.5% | +11.5% |
| 3M | +20.2% | -5.6% | +25.9% | +25.3% |
| 6M | +24.9% | +2.8% | +22.1% | +21.9% |
| YTD | +33.2% | +16.6% | +16.6% | +15.9% |
| 1Y | +23.6% | +21.1% | +2.5% | +4.2% |
| 3Y | +1.3% | +61.1% | -59.8% | -34.1% |
| 5Y | -40.6% | +76.6% | -117.2% | -64.2% |
| All | +37.8% | +434.2% | -396.4% | -53.3% |
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