-43.6%
SWKS vs AGI
+310.5%
-354.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.9% |
| 7D | -6.2% | +16.0% | -22.1% | -8.0% |
| 30D | -1.5% | +1.0% | -2.4% | -1.8% |
| 3M | +23.0% | +2.5% | +20.5% | +22.0% |
| 6M | +27.6% | -24.0% | +51.6% | +30.9% |
| YTD | +32.3% | -17.2% | +49.6% | +32.2% |
| 1Y | +20.1% | +4.9% | +15.2% | +15.2% |
| 3Y | +0.6% | +142.6% | -141.9% | -19.0% |
| All | -43.6% | +310.5% | -354.1% | -56.5% |
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