-36.7%
SWK vs ACGL
+161.8%
-198.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | -5.7% | -1.0% | -4.7% | -5.5% |
| 3M | +24.1% | +11.0% | +13.0% | +19.1% |
| 6M | +24.7% | -0.3% | +25.0% | +24.2% |
| YTD | +33.9% | +2.3% | +31.7% | +31.9% |
| 1Y | +34.7% | +6.4% | +28.3% | +30.5% |
| 3Y | +15.3% | +34.0% | -18.7% | -1.6% |
| All | -36.7% | +161.8% | -198.4% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling