+743.1%
SW vs ACM
+110.7%
+632.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.1% | +3.7% |
| 7D | +12.1% | +9.5% | +2.5% | +10.8% |
| 30D | +6.6% | +14.7% | -8.2% | +4.8% |
| 3M | -6.0% | -9.5% | +3.5% | -5.1% |
| 6M | +21.5% | -18.0% | +39.5% | +23.9% |
| YTD | +20.3% | -27.3% | +47.6% | +24.2% |
| 1Y | +28.1% | -47.0% | +75.1% | +36.9% |
| 3Y | +51.6% | -10.6% | +62.2% | +53.6% |
| 5Y | -0.1% | +5.3% | -5.4% | -0.5% |
| 10Y | +189.7% | +167.0% | +22.8% | +167.1% |
| All | +743.1% | +110.7% | +632.4% | +790.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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