-45.4%
SWKS vs AJG
+75.6%
-121.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.2% | +9.9% |
| 7D | +17.5% | -8.5% | +26.0% | +19.6% |
| 30D | +23.0% | -3.8% | +26.7% | +23.7% |
| 3M | +19.5% | +10.8% | +8.7% | +15.5% |
| 6M | +54.3% | +15.6% | +38.7% | +46.5% |
| YTD | +35.3% | -5.1% | +40.4% | +36.8% |
| 1Y | +17.9% | -16.0% | +33.9% | +24.5% |
| 3Y | -6.8% | +9.7% | -16.6% | -19.2% |
| 5Y | -45.4% | +77.8% | -123.3% | -67.1% |
| All | -45.4% | +75.6% | -121.0% | -67.1% |
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