-36.5%
SWKS vs AIG
+59.1%
-95.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +9.4% | +6.6% | +2.9% | +6.6% |
| 30D | +17.0% | +7.0% | +10.0% | +13.5% |
| 3M | +28.9% | +9.7% | +19.2% | +23.5% |
| 6M | +33.1% | +10.8% | +22.3% | +26.2% |
| YTD | +44.8% | -1.3% | +46.1% | +44.1% |
| 1Y | +36.2% | +8.4% | +27.9% | +29.4% |
| 3Y | +11.5% | +39.0% | -27.5% | -7.5% |
| All | -36.5% | +59.1% | -95.7% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling