+875.1%
SWK vs ACGL
+4,429.2%
-3,554.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.4% |
| 6M | +24.7% | -0.3% | +25.0% | +24.2% |
| YTD | +33.9% | +2.3% | +31.7% | +32.0% |
| 1Y | +34.7% | +6.4% | +28.3% | +30.8% |
| 3Y | +15.3% | +34.0% | -18.7% | +1.8% |
| 5Y | -39.3% | +161.6% | -200.9% | -57.5% |
| 10Y | +2.5% | +278.6% | -276.1% | -35.2% |
| All | +875.1% | +4,429.2% | -3,554.1% | +359.8% |
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