+98.3%
AGG vs SWK
+505.2%
-406.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -0.2% | -0.4% | +0.3% | -0.2% |
| 30D | -0.4% | -5.7% | +5.3% | -0.4% |
| 3M | -0.7% | +24.1% | -24.7% | -0.8% |
| 6M | -1.5% | +24.7% | -26.2% | -1.6% |
| YTD | -0.3% | +33.9% | -34.2% | -0.4% |
| 1Y | +1.3% | +34.7% | -33.4% | +1.2% |
| 3Y | +13.2% | +15.3% | -2.0% | +13.0% |
| 5Y | -1.4% | -39.3% | +37.9% | -2.1% |
| 10Y | +14.9% | +2.5% | +12.4% | +14.9% |
| All | +98.3% | +505.2% | -406.9% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling