+1,605.8%
SWKS vs ACGL
+5,005.0%
-3,399.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -9.2% | +6.4% | -15.6% | -10.8% |
| 30D | -1.9% | +16.6% | -18.5% | -6.2% |
| 3M | +21.2% | +11.6% | +9.6% | +17.1% |
| 6M | +12.9% | +17.5% | -4.6% | +6.9% |
| YTD | +30.7% | +15.3% | +15.5% | +24.2% |
| 1Y | +14.1% | +26.3% | -12.2% | +5.6% |
| 3Y | -1.7% | +35.9% | -37.6% | -12.6% |
| 5Y | -43.0% | +168.2% | -211.2% | -59.1% |
| 10Y | +34.3% | +352.0% | -317.7% | -17.3% |
| All | +1,605.8% | +5,005.0% | -3,399.1% | +710.7% |
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