+2.4%
SWKS vs AGG
+1.5%
+0.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.4% |
| 7D | +12.5% | -0.2% | +12.7% | +12.8% |
| 30D | +10.5% | -0.4% | +10.9% | +11.1% |
| 3M | -7.4% | -0.7% | -6.7% | -6.8% |
| 6M | +32.7% | -1.5% | +34.2% | +32.8% |
| YTD | +19.2% | -0.3% | +19.4% | +19.4% |
| 1Y | +2.4% | +1.3% | +1.1% | +8.9% |
| All | +2.4% | +1.5% | +0.9% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling