-0.5%
AGG vs SWK
+87.6%
-88.1%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.1% | -12.6% | -0.2% |
| 7D | +0.5% | +17.9% | -17.4% | -0.4% |
| 30D | +2.4% | +31.9% | -29.6% | +0.9% |
| 3M | -1.0% | +16.6% | -17.5% | -1.8% |
| 6M | -0.9% | +61.1% | -62.0% | -3.2% |
| YTD | -0.9% | +64.2% | -65.1% | -3.3% |
| 1Y | -0.5% | +85.2% | -85.7% | -3.0% |
| All | -0.5% | +87.6% | -88.1% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling