+17.0%
AJG vs SWK
+53.9%
-36.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.6% |
| 7D | +0.6% | +10.7% | -10.1% | -0.3% |
| 30D | +20.6% | +33.3% | -12.8% | +18.2% |
| 3M | +13.4% | +14.7% | -1.3% | +12.0% |
| 6M | +41.9% | +48.5% | -6.6% | +37.9% |
| YTD | +9.4% | +63.9% | -54.5% | +5.3% |
| 1Y | +13.6% | +80.4% | -66.9% | +8.4% |
| 3Y | +17.0% | +58.1% | -41.1% | +12.0% |
| All | +17.0% | +53.9% | -36.8% | +12.0% |
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