-25.2%
SWKS vs AG
+260.2%
-285.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.8% |
| 7D | +12.5% | +1.0% | +11.5% | +12.3% |
| 30D | +10.5% | +19.2% | -8.7% | +7.4% |
| 3M | -7.4% | +6.2% | -13.5% | -8.8% |
| 6M | +32.7% | -26.7% | +59.3% | +36.5% |
| YTD | +19.2% | +26.1% | -7.0% | +10.6% |
| 1Y | +2.4% | +131.7% | -129.3% | -15.4% |
| All | -25.2% | +260.2% | -285.4% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling