-53.0%
SWKS vs AGI
+385.7%
-438.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.8% |
| 7D | +12.5% | +0.6% | +11.9% | +12.4% |
| 30D | +10.5% | +18.2% | -7.7% | +8.0% |
| 3M | -7.4% | -4.1% | -3.3% | -7.4% |
| 6M | +32.7% | -28.7% | +61.4% | +37.3% |
| YTD | +19.2% | -4.0% | +23.1% | +17.3% |
| 1Y | +2.4% | +17.4% | -15.0% | -2.8% |
| 3Y | -25.6% | +203.0% | -228.6% | -40.8% |
| All | -53.0% | +385.7% | -438.7% | -64.4% |
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