-56.6%
ACHR vs SWK
-24.7%
-31.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -2.2% | -8.7% | -9.7% |
| 7D | +11.9% | -2.0% | +13.8% | +13.2% |
| 30D | -2.5% | +24.6% | -27.1% | -13.7% |
| 3M | -31.2% | +10.8% | -42.0% | -35.2% |
| 6M | -32.2% | +46.1% | -78.3% | -45.5% |
| YTD | -42.4% | +56.8% | -99.3% | -55.8% |
| 1Y | -49.9% | +72.7% | -122.7% | -63.6% |
| 3Y | -12.9% | +49.9% | -62.7% | -32.8% |
| 5Y | -24.6% | -30.9% | +6.3% | -40.9% |
| All | -56.6% | -24.7% | -31.9% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling