+8,007.1%
SWKS vs AJG
+12,164.6%
-4,157.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.1% |
| 7D | +12.5% | -1.8% | +14.3% | +13.3% |
| 30D | +10.5% | +4.6% | +5.8% | +8.3% |
| 3M | -7.4% | +24.9% | -32.3% | -16.3% |
| 6M | +32.7% | +17.2% | +15.5% | +22.2% |
| YTD | +19.2% | +2.2% | +17.0% | +15.3% |
| 1Y | +2.4% | -11.5% | +13.9% | +4.3% |
| 3Y | -25.6% | +16.7% | -42.3% | -34.2% |
| 5Y | -53.4% | +89.6% | -143.0% | -66.4% |
| 10Y | +23.2% | +512.4% | -489.2% | -43.1% |
| All | +8,007.1% | +12,164.6% | -4,157.5% | +1,551.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling