-36.5%
SWKS vs AMP
+80.8%
-117.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.8% |
| 7D | +9.4% | +3.9% | +5.5% | +6.6% |
| 30D | +17.0% | +5.1% | +11.9% | +12.6% |
| 3M | +28.9% | -8.7% | +37.6% | +36.0% |
| 6M | +33.1% | +11.4% | +21.7% | +21.7% |
| YTD | +44.8% | +7.3% | +37.5% | +34.2% |
| 1Y | +36.2% | +14.6% | +21.7% | +20.3% |
| 3Y | +11.5% | +61.2% | -49.7% | -25.4% |
| All | -36.5% | +80.8% | -117.4% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling