+32.1%
SWKS vs AMT
+113.8%
-81.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +2.1% |
| 7D | -6.2% | +0.5% | -6.7% | -6.4% |
| 30D | -1.5% | +13.6% | -15.1% | -6.5% |
| 3M | +23.0% | +11.5% | +11.5% | +17.5% |
| 6M | +27.6% | +6.9% | +20.7% | +22.7% |
| YTD | +32.3% | +10.8% | +21.5% | +24.6% |
| 1Y | +20.1% | +10.3% | +9.8% | +13.3% |
| 3Y | +0.6% | +12.4% | -11.8% | -10.8% |
| 5Y | -42.3% | -20.1% | -22.2% | -40.6% |
| All | +32.1% | +113.8% | -81.7% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling