+755.0%
SW vs ACM
+104.6%
+650.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -5.1% | -3.7% | -1.3% | -4.7% |
| 30D | -4.6% | -11.1% | +6.5% | -3.4% |
| 3M | +9.4% | -8.0% | +17.4% | +10.3% |
| 6M | +3.5% | -29.7% | +33.2% | +7.5% |
| YTD | +22.0% | -29.4% | +51.4% | +26.4% |
| 1Y | +2.2% | -46.4% | +48.6% | +9.1% |
| 3Y | +19.6% | -22.3% | +41.9% | +22.8% |
| 5Y | -2.3% | +4.5% | -6.8% | -2.5% |
| 10Y | +181.4% | +127.6% | +53.7% | +161.8% |
| All | +755.0% | +104.6% | +650.4% | +806.1% |
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