+16.8%
AG vs SWK
-23.3%
+40.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +3.7% |
| 7D | +10.8% | +10.7% | +0.2% | +7.2% |
| 30D | -8.2% | +33.3% | -41.5% | -16.6% |
| 3M | -13.7% | +14.7% | -28.3% | -17.6% |
| 6M | -27.3% | +48.5% | -75.8% | -36.0% |
| YTD | -4.6% | +63.9% | -68.4% | -18.2% |
| 1Y | +39.4% | +80.4% | -41.0% | +16.5% |
| 3Y | +244.1% | +58.1% | +186.0% | +193.0% |
| 5Y | +16.8% | -24.5% | +41.3% | -6.6% |
| All | +16.8% | -23.3% | +40.0% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling