+1,775.8%
SWKS vs AGI
+4,416.0%
-2,640.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.8% | +8.7% | +6.2% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +17.3% | -7.6% | +24.9% | +17.8% |
| 3M | +28.3% | -10.2% | +38.5% | +28.9% |
| 6M | +26.1% | -31.5% | +57.6% | +28.8% |
| YTD | +41.1% | -22.0% | +63.1% | +42.0% |
| 1Y | +31.4% | -7.9% | +39.3% | +30.7% |
| 3Y | +7.3% | +137.6% | -130.3% | -1.1% |
| 5Y | -37.7% | +256.7% | -294.4% | -44.5% |
| 10Y | +46.0% | +405.2% | -359.1% | +22.9% |
| All | +1,775.8% | +4,416.0% | -2,640.2% | +1,568.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling