+521.7%
AJG vs SWK
+17.8%
+503.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.1% |
| 7D | -3.8% | -2.0% | -1.8% | -3.3% |
| 30D | +19.1% | +24.6% | -5.5% | +12.6% |
| 3M | +8.8% | +10.8% | -2.0% | +5.9% |
| 6M | +41.3% | +46.1% | -4.8% | +27.5% |
| YTD | +8.1% | +56.8% | -48.7% | -5.2% |
| 1Y | +9.6% | +72.7% | -63.1% | -6.5% |
| 3Y | +15.0% | +49.9% | -34.9% | -3.2% |
| 5Y | +76.2% | -30.9% | +107.1% | +89.0% |
| All | +521.7% | +17.8% | +503.8% | +392.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling