+1,659.2%
SWKS vs AGI
+4,691.5%
-3,032.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.0% |
| 7D | -6.2% | +16.0% | -22.1% | -7.2% |
| 30D | -1.5% | +1.0% | -2.4% | -1.7% |
| 3M | +23.0% | +2.5% | +20.5% | +22.4% |
| 6M | +27.6% | -24.0% | +51.6% | +29.5% |
| YTD | +32.3% | -17.2% | +49.6% | +32.7% |
| 1Y | +20.1% | +4.9% | +15.2% | +18.4% |
| 3Y | +0.6% | +142.6% | -141.9% | -7.3% |
| 5Y | -42.3% | +315.2% | -357.5% | -49.1% |
| 10Y | +35.9% | +338.5% | -302.6% | +15.4% |
| All | +1,659.2% | +4,691.5% | -3,032.3% | +1,458.2% |
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