+151.8%
ACN vs SWKS
+49.5%
+102.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.2% |
| 7D | -5.7% | +10.9% | -16.6% | -8.5% |
| 30D | +17.0% | +17.6% | -0.6% | +11.6% |
| 3M | +39.9% | +29.2% | +10.7% | +27.6% |
| 6M | +50.2% | +37.0% | +13.2% | +31.2% |
| YTD | -4.2% | +44.9% | -49.1% | -19.0% |
| 1Y | +4.3% | +33.8% | -29.5% | -9.5% |
| 3Y | -17.1% | +10.2% | -27.3% | -28.0% |
| 5Y | -26.5% | -37.0% | +10.5% | -24.3% |
| All | +151.8% | +49.5% | +102.3% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling