+539.4%
AJG vs SWK
+21.9%
+517.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.2% | -2.3% | +0.1% | -1.7% |
| 30D | +20.6% | +30.4% | -9.9% | +12.8% |
| 3M | +11.5% | +12.1% | -0.6% | +8.2% |
| 6M | +42.9% | +49.1% | -6.2% | +28.3% |
| YTD | +10.0% | +60.4% | -50.5% | -4.2% |
| 1Y | +11.9% | +78.3% | -66.4% | -5.4% |
| 3Y | +16.9% | +53.3% | -36.4% | -2.1% |
| 5Y | +82.5% | -27.0% | +109.5% | +92.2% |
| 10Y | +539.4% | +20.8% | +518.5% | +411.9% |
| All | +539.4% | +21.9% | +517.5% | +411.9% |
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