+50.8%
SWKS vs AG
+76.0%
-25.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | +9.4% | -10.0% | +19.4% | +10.9% |
| 30D | +17.0% | -10.5% | +27.5% | +18.4% |
| 3M | +28.9% | -27.3% | +56.2% | +33.7% |
| 6M | +33.1% | -43.0% | +76.1% | +41.8% |
| YTD | +44.8% | -17.9% | +62.7% | +43.8% |
| 1Y | +36.2% | +11.9% | +24.3% | +29.0% |
| 3Y | +11.5% | +201.8% | -190.3% | -11.4% |
| 5Y | -37.1% | -0.1% | -37.0% | -44.6% |
| All | +50.8% | +76.0% | -25.2% | +20.9% |
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