+11.5%
SWKS vs AIG
+39.5%
-28.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +9.4% | +6.6% | +2.9% | +7.3% |
| 30D | +17.0% | +7.0% | +10.0% | +14.4% |
| 3M | +28.9% | +9.7% | +19.2% | +24.8% |
| 6M | +33.1% | +10.8% | +22.3% | +27.8% |
| YTD | +44.8% | -1.3% | +46.1% | +44.9% |
| 1Y | +36.2% | +8.4% | +27.9% | +30.7% |
| 3Y | +11.5% | +39.0% | -27.5% | +4.8% |
| All | +11.5% | +39.5% | -28.0% | +4.8% |
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