+98.1%
AGG vs SWK
+620.1%
-522.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.2% | +11.0% | -10.8% | +0.1% |
| 30D | +2.4% | +30.1% | -27.7% | +2.2% |
| 3M | -0.2% | +14.7% | -14.9% | -0.3% |
| 6M | -1.0% | +44.5% | -45.5% | -1.2% |
| YTD | -0.4% | +59.4% | -59.7% | -0.6% |
| 1Y | -0.1% | +77.5% | -77.6% | -0.3% |
| 3Y | +15.3% | +49.5% | -34.2% | +15.0% |
| 5Y | -1.3% | -24.9% | +23.6% | -2.0% |
| 10Y | +15.4% | +31.8% | -16.4% | +15.4% |
| All | +98.1% | +620.1% | -522.0% | +101.1% |
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