-25.2%
SWKS vs AME
+50.7%
-76.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.4% |
| 7D | +12.5% | +0.6% | +11.9% | +12.0% |
| 30D | +10.5% | -6.7% | +17.2% | +16.2% |
| 3M | -7.4% | +4.1% | -11.5% | -9.8% |
| 6M | +32.7% | +1.6% | +31.1% | +30.6% |
| YTD | +19.2% | +16.1% | +3.0% | +6.0% |
| 1Y | +2.4% | +27.3% | -24.9% | -15.3% |
| All | -25.2% | +50.7% | -76.0% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling