-20.3%
ACHR vs SWK
-26.0%
+5.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.6% |
| 7D | +18.0% | -2.3% | +20.3% | +19.6% |
| 30D | +3.6% | +30.4% | -26.8% | -11.5% |
| 3M | -28.4% | +12.1% | -40.6% | -33.4% |
| 6M | -25.7% | +49.1% | -74.8% | -41.7% |
| YTD | -35.4% | +60.4% | -95.8% | -51.9% |
| 1Y | -45.6% | +78.3% | -124.0% | -62.1% |
| 3Y | -2.2% | +53.3% | -55.5% | -27.2% |
| 5Y | -20.3% | -27.0% | +6.6% | -36.8% |
| All | -20.3% | -26.0% | +5.7% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling