-53.0%
SWKS vs AME
+82.5%
-135.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.3% |
| 7D | +12.5% | +0.6% | +11.9% | +12.0% |
| 30D | +10.5% | -6.7% | +17.2% | +16.9% |
| 3M | -7.4% | +4.1% | -11.5% | -10.2% |
| 6M | +32.7% | +1.6% | +31.1% | +30.2% |
| YTD | +19.2% | +16.1% | +3.0% | +4.1% |
| 1Y | +2.4% | +27.3% | -24.9% | -17.7% |
| 3Y | -25.6% | +50.9% | -76.5% | -50.2% |
| All | -53.0% | +82.5% | -135.5% | -75.0% |
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 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