+28.7%
SWK vs ACM
+155.0%
-126.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +11.0% | +5.4% | +5.7% | +7.8% |
| 30D | +30.1% | +15.1% | +14.9% | +20.0% |
| 3M | +14.7% | -10.5% | +25.1% | +21.1% |
| 6M | +44.5% | -19.7% | +64.2% | +61.2% |
| YTD | +59.4% | -28.8% | +88.2% | +89.5% |
| 1Y | +77.5% | -47.9% | +125.4% | +154.2% |
| 3Y | +49.5% | -12.4% | +61.8% | +54.0% |
| 5Y | -24.9% | +0.6% | -25.5% | -29.7% |
| All | +28.7% | +155.0% | -126.3% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling