+90.9%
AG vs SWK
+29.6%
+61.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +6.3% | +11.0% | -4.7% | +3.3% |
| 30D | -8.9% | +30.1% | -39.0% | -15.5% |
| 3M | -12.2% | +14.7% | -26.9% | -15.5% |
| 6M | -28.3% | +44.5% | -72.8% | -35.2% |
| YTD | -8.8% | +59.4% | -68.2% | -19.5% |
| 1Y | +39.4% | +77.5% | -38.2% | +19.9% |
| 3Y | +229.4% | +49.5% | +180.0% | +189.4% |
| 5Y | +14.5% | -24.9% | +39.4% | +12.1% |
| All | +90.9% | +29.6% | +61.3% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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