+46.0%
SWKS vs AG
+72.5%
-26.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.1% | +6.1% |
| 7D | +5.7% | -4.0% | +9.7% | +6.2% |
| 30D | +17.3% | -13.1% | +30.4% | +19.2% |
| 3M | +28.3% | -22.0% | +50.3% | +31.9% |
| 6M | +26.1% | -37.3% | +63.3% | +32.6% |
| YTD | +41.1% | -11.2% | +52.3% | +38.7% |
| 1Y | +31.4% | +23.9% | +7.5% | +22.9% |
| 3Y | +7.3% | +225.1% | -217.9% | -15.5% |
| 5Y | -37.7% | +7.7% | -45.4% | -45.7% |
| 10Y | +46.0% | +86.9% | -40.8% | +15.1% |
| All | +46.0% | +72.5% | -26.4% | +15.1% |
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