+171.3%
SWK vs ACM
+230.8%
-59.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -0.4% | -3.7% | +3.3% | +1.4% |
| 30D | -5.7% | -11.1% | +5.4% | -1.0% |
| 3M | +24.1% | -8.0% | +32.1% | +27.9% |
| 6M | +24.7% | -29.7% | +54.4% | +45.6% |
| YTD | +33.9% | -29.4% | +63.3% | +55.1% |
| 1Y | +34.7% | -46.4% | +81.1% | +77.7% |
| 3Y | +15.3% | -22.3% | +37.6% | +26.7% |
| 5Y | -39.3% | +4.5% | -43.8% | -42.7% |
| 10Y | +2.5% | +127.6% | -125.2% | -35.0% |
| All | +171.3% | +230.8% | -59.5% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling