+1,454.8%
SWKS vs ACGL
+4,429.2%
-2,974.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.3% | +4.0% |
| 7D | +12.5% | -0.7% | +13.3% | +12.7% |
| 30D | +10.5% | -1.0% | +11.5% | +10.7% |
| 3M | -7.4% | +11.0% | -18.4% | -10.7% |
| 6M | +32.7% | -0.3% | +33.0% | +31.8% |
| YTD | +19.2% | +2.3% | +16.9% | +17.4% |
| 1Y | +2.4% | +6.4% | -4.0% | -0.6% |
| 3Y | -25.6% | +34.0% | -59.6% | -33.8% |
| 5Y | -53.4% | +161.6% | -215.1% | -66.3% |
| 10Y | +23.2% | +278.6% | -255.4% | -20.3% |
| All | +1,454.8% | +4,429.2% | -2,974.4% | +666.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling