+31.4%
AGNC vs SWK
-41.4%
+72.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | -1.0% | -4.6% | +3.5% | +0.4% |
| 30D | -1.2% | -9.9% | +8.7% | +1.9% |
| 3M | +5.4% | +15.4% | -10.1% | +0.3% |
| 6M | +6.7% | +25.0% | -18.3% | -1.3% |
| YTD | +7.1% | +27.2% | -20.1% | -1.9% |
| 1Y | +16.3% | +24.6% | -8.3% | +6.7% |
| 3Y | +68.5% | +13.7% | +54.8% | +53.9% |
| 5Y | +31.4% | -41.5% | +72.9% | +28.8% |
| All | +31.4% | -41.4% | +72.8% | +28.8% |
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