-36.5%
SWKS vs AGI
+243.7%
-280.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +9.4% | -10.1% | +19.5% | +10.8% |
| 30D | +17.0% | -6.5% | +23.5% | +17.6% |
| 3M | +28.9% | -12.8% | +41.7% | +30.4% |
| 6M | +33.1% | -34.3% | +67.4% | +39.0% |
| YTD | +44.8% | -25.6% | +70.4% | +46.5% |
| 1Y | +36.2% | -14.2% | +50.4% | +34.3% |
| 3Y | +11.5% | +127.3% | -115.8% | -10.2% |
| All | -36.5% | +243.7% | -280.3% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling