+69.8%
AG vs SWK
+17.8%
+52.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.0% | -4.6% |
| 7D | -6.0% | -2.0% | -4.1% | -5.4% |
| 30D | -14.3% | +24.6% | -38.9% | -19.5% |
| 3M | -26.9% | +10.8% | -37.7% | -29.0% |
| 6M | -42.1% | +46.1% | -88.2% | -47.7% |
| YTD | -15.9% | +56.8% | -72.7% | -25.4% |
| 1Y | +11.5% | +72.7% | -61.2% | -3.4% |
| 3Y | +208.0% | +49.9% | +158.1% | +170.6% |
| 5Y | +2.4% | -30.9% | +33.3% | +2.4% |
| All | +69.8% | +17.8% | +52.0% | +30.9% |
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