+51.0%
SWKS vs AGI
+391.9%
-340.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +3.1% |
| 7D | +10.9% | -7.5% | +18.4% | +11.6% |
| 30D | +17.6% | -9.9% | +27.5% | +18.4% |
| 3M | +29.2% | -14.2% | +43.4% | +30.5% |
| 6M | +37.0% | -35.2% | +72.2% | +41.3% |
| YTD | +44.9% | -25.2% | +70.2% | +46.5% |
| 1Y | +33.8% | -14.3% | +48.1% | +33.4% |
| 3Y | +10.2% | +127.7% | -117.5% | -0.7% |
| 5Y | -37.0% | +243.4% | -280.4% | -45.5% |
| All | +51.0% | +391.9% | -340.9% | +25.7% |
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