-43.0%
SWKS vs AME
+62.5%
-105.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.9% | +2.9% |
| 7D | -9.2% | -11.4% | +2.2% | +0.1% |
| 30D | -1.9% | -12.1% | +10.2% | +8.6% |
| 3M | +21.2% | -12.3% | +33.6% | +34.6% |
| 6M | +12.9% | -4.6% | +17.5% | +16.7% |
| YTD | +30.7% | +9.1% | +21.6% | +19.7% |
| 1Y | +14.1% | +13.3% | +0.9% | +1.1% |
| 3Y | -1.7% | +58.2% | -59.9% | -38.4% |
| 5Y | -43.0% | +63.4% | -106.4% | -67.4% |
| All | -43.0% | +62.5% | -105.5% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling