+26.3%
ACI vs SWK
-12.3%
+38.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +0.2% | -0.4% | +0.6% | +0.2% |
| 30D | +5.9% | -5.7% | +11.6% | +6.5% |
| 3M | -19.8% | +24.1% | -43.8% | -21.6% |
| 6M | -24.7% | +24.7% | -49.5% | -26.6% |
| YTD | -24.4% | +33.9% | -58.3% | -26.9% |
| 1Y | -31.5% | +34.7% | -66.2% | -34.0% |
| 3Y | -38.7% | +15.3% | -54.0% | -40.6% |
| 5Y | -42.8% | -39.3% | -3.5% | -39.0% |
| All | +26.3% | -12.3% | +38.6% | +33.8% |
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 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