+32.1%
SWKS vs ACGL
+337.7%
-305.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.4% |
| 7D | -6.2% | +0.9% | -7.0% | -6.6% |
| 30D | -1.5% | +13.7% | -15.2% | -6.7% |
| 3M | +23.0% | +8.0% | +14.9% | +18.5% |
| 6M | +27.6% | +13.3% | +14.3% | +19.5% |
| YTD | +32.3% | +11.8% | +20.5% | +24.1% |
| 1Y | +20.1% | +22.2% | -2.1% | +8.2% |
| 3Y | +0.6% | +32.5% | -31.8% | -15.9% |
| 5Y | -42.3% | +160.2% | -202.5% | -67.4% |
| All | +32.1% | +337.7% | -305.6% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling