+20.1%
SWKS vs AMT
+9.8%
+10.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.0% |
| 7D | -6.2% | +0.5% | -6.7% | -6.1% |
| 30D | -1.5% | +13.6% | -15.1% | -0.9% |
| 3M | +23.0% | +11.5% | +11.5% | +23.6% |
| 6M | +27.6% | +6.9% | +20.7% | +28.0% |
| YTD | +32.3% | +10.8% | +21.5% | +29.8% |
| 1Y | +20.1% | +10.3% | +9.8% | +18.2% |
| All | +20.1% | +9.8% | +10.3% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling