+0.3%
AG vs SWK
-30.7%
+30.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -10.0% | -1.4% | -8.6% | -9.5% |
| 30D | -10.5% | +25.5% | -35.9% | -17.0% |
| 3M | -27.3% | +11.8% | -39.0% | -29.9% |
| 6M | -43.0% | +48.7% | -91.7% | -49.7% |
| YTD | -17.9% | +57.2% | -75.1% | -28.6% |
| 1Y | +11.9% | +75.3% | -63.3% | -5.4% |
| 3Y | +201.8% | +51.9% | +149.9% | +160.6% |
| All | +0.3% | -30.7% | +30.9% | -17.2% |
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