+5.5%
SWKS vs AG
+232.7%
-227.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.1% |
| 7D | -2.7% | +10.8% | -13.6% | -4.4% |
| 30D | +8.5% | -8.2% | +16.6% | +9.6% |
| 3M | +17.3% | -13.7% | +31.0% | +19.2% |
| 6M | +25.1% | -27.3% | +52.4% | +29.3% |
| YTD | +33.3% | -4.6% | +37.9% | +27.9% |
| 1Y | +22.9% | +39.4% | -16.5% | +9.3% |
| 3Y | +5.5% | +244.1% | -238.6% | -23.2% |
| All | +5.5% | +232.7% | -227.1% | -23.2% |
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