+8,007.1%
SWKS vs AME
+18,709.1%
-10,701.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.7% |
| 7D | +12.5% | +0.6% | +11.9% | +12.1% |
| 30D | +10.5% | -6.7% | +17.2% | +15.0% |
| 3M | -7.4% | +4.1% | -11.5% | -9.3% |
| 6M | +32.7% | +1.6% | +31.1% | +31.2% |
| YTD | +19.2% | +16.1% | +3.0% | +9.0% |
| 1Y | +2.4% | +27.3% | -24.9% | -11.4% |
| 3Y | -25.6% | +50.9% | -76.5% | -41.8% |
| 5Y | -53.4% | +81.4% | -134.8% | -66.9% |
| 10Y | +23.2% | +417.0% | -393.8% | -50.0% |
| All | +8,007.1% | +18,709.1% | -10,701.9% | +814.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling