-24.6%
SWK vs ACGL
+174.7%
-199.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +11.3% | +6.4% | +4.9% | +9.1% |
| 30D | +28.1% | +16.6% | +11.5% | +22.0% |
| 3M | +12.6% | +11.6% | +1.0% | +8.7% |
| 6M | +51.7% | +17.5% | +34.3% | +43.3% |
| YTD | +60.0% | +15.3% | +44.7% | +51.7% |
| 1Y | +72.7% | +26.3% | +46.4% | +58.4% |
| 3Y | +46.3% | +35.9% | +10.4% | +27.8% |
| 5Y | -24.6% | +168.2% | -192.8% | -58.4% |
| All | -24.6% | +174.7% | -199.3% | -58.4% |
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