-25.2%
SWKS vs ACGL
+34.2%
-59.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.3% | +3.6% |
| 7D | +12.5% | -0.7% | +13.3% | +12.5% |
| 30D | +10.5% | -1.0% | +11.5% | +10.5% |
| 3M | -7.4% | +11.0% | -18.4% | -8.3% |
| 6M | +32.7% | -0.3% | +33.0% | +32.8% |
| YTD | +19.2% | +2.3% | +16.9% | +19.0% |
| 1Y | +2.4% | +6.4% | -4.0% | +1.9% |
| All | -25.2% | +34.2% | -59.5% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling