-42.7%
ACHR vs SWK
-35.7%
-7.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -0.7% | -0.4% | -0.2% | -0.5% |
| 30D | +9.8% | -5.7% | +15.5% | +13.4% |
| 3M | -10.5% | +24.1% | -34.6% | -20.9% |
| 6M | -15.5% | +24.7% | -40.2% | -26.0% |
| YTD | -24.1% | +33.9% | -58.0% | -36.2% |
| 1Y | -32.4% | +34.7% | -67.1% | -43.8% |
| 3Y | -11.6% | +15.3% | -26.9% | -22.2% |
| 5Y | -42.9% | -39.3% | -3.6% | -50.7% |
| All | -42.7% | -35.7% | -7.0% | -52.9% |
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