+9,750.8%
SWKS vs AJG
+13,145.4%
-3,394.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.9% |
| 7D | +9.4% | +0.5% | +9.0% | +9.2% |
| 30D | +17.0% | +19.4% | -2.4% | +8.9% |
| 3M | +28.9% | +11.9% | +17.0% | +22.0% |
| 6M | +33.1% | +48.3% | -15.1% | +11.0% |
| YTD | +44.8% | +10.3% | +34.5% | +34.6% |
| 1Y | +36.2% | +11.5% | +24.7% | +25.8% |
| 3Y | +11.5% | +17.5% | -6.1% | -2.2% |
| 5Y | -37.1% | +79.8% | -116.8% | -53.9% |
| 10Y | +49.9% | +541.5% | -491.6% | -32.7% |
| All | +9,750.8% | +13,145.4% | -3,394.6% | +1,827.8% |
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