-43.6%
SWKS vs ACGL
+159.2%
-202.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.7% |
| 7D | -6.2% | +0.9% | -7.0% | -6.4% |
| 30D | -1.5% | +13.7% | -15.2% | -3.9% |
| 3M | +23.0% | +8.0% | +14.9% | +21.0% |
| 6M | +27.6% | +13.3% | +14.3% | +23.8% |
| YTD | +32.3% | +11.8% | +20.5% | +28.5% |
| 1Y | +20.1% | +22.2% | -2.1% | +13.9% |
| 3Y | +0.6% | +32.5% | -31.8% | -8.6% |
| All | -43.6% | +159.2% | -202.8% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling