+13.4%
AJG vs SWK
+15.2%
-1.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.9% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +1.6% | -8.9% | +10.5% | +2.1% |
| 3M | +18.6% | +20.5% | -1.9% | +17.0% |
| 6M | +10.9% | +27.1% | -16.2% | +8.8% |
| YTD | -2.0% | +30.2% | -32.1% | -4.1% |
| 1Y | -14.9% | +24.8% | -39.7% | -16.7% |
| 3Y | +13.4% | +16.3% | -2.9% | +11.2% |
| All | +13.4% | +15.2% | -1.8% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling