+941.3%
SWKS vs AGNC
+660.4%
+280.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.7% |
| 7D | +11.8% | +0.8% | +11.1% | +11.4% |
| 30D | +6.7% | -0.4% | +7.1% | +6.9% |
| 3M | 0.0% | +9.2% | -9.2% | -4.1% |
| 6M | +38.7% | +7.4% | +31.3% | +33.6% |
| YTD | +21.4% | +8.8% | +12.5% | +16.1% |
| 1Y | +2.9% | +18.3% | -15.4% | -5.5% |
| 3Y | -16.4% | +71.2% | -87.6% | -35.2% |
| 5Y | -51.2% | +34.8% | -85.9% | -58.5% |
| 10Y | +31.0% | +85.8% | -54.8% | -5.8% |
| All | +941.3% | +660.4% | +280.9% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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