+32.1%
SWKS vs AG
+89.9%
-57.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.0% |
| 7D | -6.2% | +6.3% | -12.5% | -7.0% |
| 30D | -1.5% | -8.9% | +7.5% | -0.5% |
| 3M | +23.0% | -12.2% | +35.2% | +24.4% |
| 6M | +27.6% | -28.3% | +55.9% | +32.0% |
| YTD | +32.3% | -8.8% | +41.1% | +29.7% |
| 1Y | +20.1% | +39.4% | -19.2% | +10.5% |
| 3Y | +0.6% | +229.4% | -228.8% | -20.8% |
| 5Y | -42.3% | +14.5% | -56.9% | -50.0% |
| All | +32.1% | +89.9% | -57.8% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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