+29.2%
SWK vs ACM
+154.9%
-125.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.3% |
| 7D | +11.3% | +5.1% | +6.2% | +8.2% |
| 30D | +28.1% | +11.5% | +16.6% | +20.4% |
| 3M | +12.6% | -10.5% | +23.0% | +18.9% |
| 6M | +51.7% | -20.4% | +72.1% | +70.1% |
| YTD | +60.0% | -28.9% | +88.8% | +90.2% |
| 1Y | +72.7% | -48.7% | +121.4% | +149.9% |
| 3Y | +46.3% | -12.5% | +58.8% | +50.9% |
| 5Y | -24.6% | +0.5% | -25.1% | -29.4% |
| All | +29.2% | +154.9% | -125.7% | -25.7% |
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