-35.8%
ACI vs SWK
+46.0%
-81.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | -2.2% | +11.0% | -13.2% | -3.1% |
| 30D | +10.3% | +30.1% | -19.8% | +8.0% |
| 3M | +7.2% | +14.7% | -7.5% | +5.9% |
| 6M | -18.0% | +44.5% | -62.5% | -20.3% |
| YTD | -22.0% | +59.4% | -81.4% | -24.7% |
| 1Y | -23.4% | +77.5% | -100.9% | -26.7% |
| 3Y | -35.8% | +49.5% | -85.3% | -38.5% |
| All | -35.8% | +46.0% | -81.8% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling