-25.2%
SWKS vs AIG
+38.1%
-63.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.4% | +3.8% |
| 7D | +12.5% | -0.9% | +13.4% | +12.8% |
| 30D | +10.5% | -4.9% | +15.4% | +12.3% |
| 3M | -7.4% | +4.5% | -11.9% | -9.3% |
| 6M | +32.7% | -1.4% | +34.1% | +32.6% |
| YTD | +19.2% | -9.8% | +29.0% | +23.0% |
| 1Y | +2.4% | -4.5% | +6.9% | +2.6% |
| All | -25.2% | +38.1% | -63.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling