+18.9%
SWKS vs AMP
+18.6%
+0.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.4% | -4.0% |
| 7D | -4.9% | +7.7% | -12.6% | -6.8% |
| 30D | -1.2% | +6.6% | -7.7% | -3.0% |
| 3M | +24.2% | -4.7% | +28.9% | +26.0% |
| 6M | +21.5% | +12.9% | +8.6% | +17.2% |
| YTD | +33.5% | +8.6% | +24.9% | +27.0% |
| 1Y | +18.9% | +18.2% | +0.7% | +3.5% |
| All | +18.9% | +18.6% | +0.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling