+1,095.5%
SWK vs ACGL
+5,010.0%
-3,914.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.7% | +10.4% | +12.2% |
| 7D | +17.9% | +8.0% | +9.9% | +15.1% |
| 30D | +31.9% | +17.3% | +14.7% | +25.4% |
| 3M | +16.6% | +11.2% | +5.3% | +12.6% |
| 6M | +61.1% | +18.2% | +42.9% | +51.9% |
| YTD | +64.2% | +15.4% | +48.8% | +55.6% |
| 1Y | +85.2% | +26.5% | +58.7% | +70.3% |
| 3Y | +50.2% | +36.1% | +14.1% | +32.4% |
| 5Y | -22.8% | +175.9% | -198.8% | -46.9% |
| 10Y | +35.8% | +352.4% | -316.7% | -18.4% |
| All | +1,095.5% | +5,010.0% | -3,914.5% | +442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling