+664.2%
AGNC vs SWK
+215.9%
+448.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | +0.9% | -5.7% | +6.6% | +2.7% |
| 3M | +7.0% | +24.1% | -17.1% | -0.5% |
| 6M | +3.9% | +24.7% | -20.8% | -3.9% |
| YTD | +8.5% | +33.9% | -25.4% | -2.2% |
| 1Y | +19.6% | +34.7% | -15.1% | +6.9% |
| 3Y | +66.1% | +15.3% | +50.8% | +51.3% |
| 5Y | +31.8% | -39.3% | +71.1% | +41.5% |
| 10Y | +87.0% | +2.5% | +84.5% | +59.8% |
| All | +664.2% | +215.9% | +448.3% | +304.3% |
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