-61.2%
ACHR vs SWK
-23.2%
-38.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.6% | -3.5% | -4.7% |
| 7D | -11.6% | +11.3% | -22.9% | -17.0% |
| 30D | -16.8% | +28.1% | -44.9% | -27.6% |
| 3M | -25.6% | +12.6% | -38.2% | -30.6% |
| 6M | -33.7% | +51.7% | -85.4% | -47.8% |
| YTD | -48.5% | +60.0% | -108.5% | -61.0% |
| 1Y | -59.6% | +72.7% | -132.2% | -70.7% |
| 3Y | -29.3% | +46.3% | -75.6% | -45.1% |
| 5Y | -38.5% | -24.6% | -13.9% | -52.4% |
| All | -61.2% | -23.2% | -38.0% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling