-53.0%
SWKS vs AMT
-31.6%
-21.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | +12.5% | -0.2% | +12.7% | +12.5% |
| 30D | +10.5% | +4.6% | +5.9% | +9.3% |
| 3M | -7.4% | -8.4% | +1.1% | -5.8% |
| 6M | +32.7% | -6.0% | +38.7% | +33.8% |
| YTD | +19.2% | +2.1% | +17.0% | +17.4% |
| 1Y | +2.4% | -6.4% | +8.8% | +2.9% |
| 3Y | -25.6% | +8.1% | -33.7% | -32.2% |
| All | -53.0% | -31.6% | -21.4% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling