+59.8%
AG vs SWK
+2.4%
+57.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | +1.0% | -0.4% | +1.5% | +1.2% |
| 30D | +19.2% | -5.7% | +24.9% | +21.2% |
| 3M | +6.2% | +24.1% | -17.9% | +0.2% |
| 6M | -26.7% | +24.7% | -51.4% | -30.9% |
| YTD | +26.1% | +33.9% | -7.8% | +16.9% |
| 1Y | +131.7% | +34.7% | +97.0% | +113.4% |
| 3Y | +255.3% | +15.3% | +240.1% | +233.5% |
| 5Y | +61.9% | -39.3% | +101.2% | +67.9% |
| All | +59.8% | +2.4% | +57.4% | +33.5% |
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