+71.9%
AG vs SWK
+26.9%
+45.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.5% |
| 7D | +6.0% | +11.3% | -5.3% | +2.9% |
| 30D | -13.5% | +31.5% | -45.0% | -20.0% |
| 3M | -20.7% | +14.4% | -35.1% | -23.6% |
| 6M | -31.5% | +46.4% | -78.0% | -38.3% |
| YTD | -10.1% | +61.6% | -71.7% | -21.0% |
| 1Y | +26.0% | +78.7% | -52.7% | +8.2% |
| 3Y | +228.9% | +54.4% | +174.5% | +186.7% |
| 5Y | +8.7% | -25.3% | +34.0% | +6.4% |
| 10Y | +71.9% | +22.4% | +49.5% | +36.7% |
| All | +71.9% | +26.9% | +45.0% | +36.7% |
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