-16.4%
SWKS vs AJG
+12.1%
-28.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.9% | +1.5% |
| 7D | +11.8% | -3.8% | +15.6% | +11.5% |
| 30D | +6.7% | +1.6% | +5.1% | +6.9% |
| 3M | 0.0% | +18.6% | -18.6% | +1.0% |
| 6M | +38.7% | +10.9% | +27.8% | +40.3% |
| YTD | +21.4% | -2.0% | +23.3% | +23.4% |
| 1Y | +2.9% | -14.9% | +17.8% | +5.8% |
| 3Y | -16.4% | +13.4% | -29.8% | -16.3% |
| All | -16.4% | +12.1% | -28.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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