+32.4%
SWKS vs AGI
+349.0%
-316.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.6% |
| 7D | -2.7% | +17.4% | -20.1% | -4.2% |
| 30D | +8.5% | -0.9% | +9.4% | +8.4% |
| 3M | +17.3% | -1.6% | +18.9% | +17.1% |
| 6M | +25.1% | -24.7% | +49.8% | +27.5% |
| YTD | +33.3% | -15.3% | +48.6% | +33.4% |
| 1Y | +22.9% | +5.5% | +17.4% | +20.3% |
| 3Y | +5.5% | +154.5% | -149.0% | -5.9% |
| 5Y | -41.9% | +310.6% | -352.5% | -50.6% |
| 10Y | +32.4% | +362.7% | -330.3% | +13.0% |
| All | +32.4% | +349.0% | -316.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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