-33.6%
ACI vs SWK
+46.5%
-80.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.1% | -3.4% |
| 7D | +3.5% | +11.3% | -7.7% | +2.6% |
| 30D | +16.8% | +28.1% | -11.3% | +14.5% |
| 3M | +13.1% | +12.6% | +0.5% | +11.9% |
| 6M | -15.6% | +51.7% | -67.4% | -18.3% |
| YTD | -19.2% | +60.0% | -79.2% | -22.1% |
| 1Y | -20.7% | +72.7% | -93.3% | -24.0% |
| All | -33.6% | +46.5% | -80.1% | -36.3% |
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