+459.5%
AJG vs SWK
-1.4%
+461.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -8.3% | -7.5% | -0.7% | -6.5% |
| 30D | -5.7% | -12.5% | +6.8% | -2.5% |
| 3M | +9.1% | +8.3% | +0.8% | +6.3% |
| 6M | +15.2% | +23.4% | -8.2% | +7.8% |
| YTD | -6.3% | +23.8% | -30.1% | -12.8% |
| 1Y | -19.1% | +17.0% | -36.2% | -23.9% |
| 3Y | +8.2% | +10.7% | -2.5% | -1.4% |
| 5Y | +75.6% | -42.5% | +118.1% | +95.7% |
| All | +459.5% | -1.4% | +461.0% | +357.8% |
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 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