-38.7%
SWKS vs AJG
+82.1%
-120.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.2% | +6.2% | +6.0% |
| 7D | +5.7% | -2.2% | +7.9% | +6.0% |
| 30D | +17.3% | +20.6% | -3.2% | +13.7% |
| 3M | +28.3% | +11.5% | +16.7% | +25.6% |
| 6M | +26.1% | +42.9% | -16.8% | +14.5% |
| YTD | +41.1% | +10.0% | +31.1% | +39.0% |
| 1Y | +31.4% | +11.9% | +19.5% | +28.4% |
| 3Y | +7.3% | +16.9% | -9.6% | -4.2% |
| All | -38.7% | +82.1% | -120.8% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling