+50.0%
SWK vs ACGL
+35.5%
+14.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +11.3% | +6.4% | +4.9% | +10.0% |
| 30D | +28.1% | +16.6% | +11.5% | +24.6% |
| 3M | +12.6% | +11.6% | +1.0% | +10.3% |
| 6M | +51.7% | +17.5% | +34.3% | +46.8% |
| YTD | +60.0% | +15.3% | +44.7% | +55.3% |
| 1Y | +72.7% | +26.3% | +46.4% | +64.4% |
| All | +50.0% | +35.5% | +14.5% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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