+4,691.5%
AGI vs SWK
+797.5%
+3,894.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +16.0% | +11.0% | +4.9% | +13.9% |
| 30D | +1.0% | +30.1% | -29.1% | -3.6% |
| 3M | +2.5% | +14.7% | -12.2% | 0.0% |
| 6M | -24.0% | +44.5% | -68.5% | -28.7% |
| YTD | -17.2% | +59.4% | -76.6% | -23.7% |
| 1Y | +4.9% | +77.5% | -72.6% | -5.0% |
| 3Y | +142.6% | +49.5% | +93.1% | +120.0% |
| 5Y | +315.2% | -24.9% | +340.1% | +314.3% |
| 10Y | +338.5% | +31.8% | +306.7% | +257.5% |
| All | +4,691.5% | +797.5% | +3,894.0% | +3,120.3% |
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