+0.6%
SWKS vs AIG
+30.9%
-30.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +2.4% |
| 7D | -6.2% | -5.1% | -1.1% | -4.7% |
| 30D | -1.5% | +2.8% | -4.2% | -2.6% |
| 3M | +23.0% | -2.1% | +25.1% | +23.5% |
| 6M | +27.6% | +1.4% | +26.2% | +26.1% |
| YTD | +32.3% | -7.4% | +39.7% | +35.1% |
| 1Y | +20.1% | +4.4% | +15.7% | +16.0% |
| 3Y | +0.6% | +30.0% | -29.4% | -9.5% |
| All | +0.6% | +30.9% | -30.2% | -9.5% |
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