-42.0%
SWKS vs ACHR
-43.7%
+1.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +12.5% | -0.7% | +13.2% | +12.6% |
| 30D | +10.5% | +9.8% | +0.7% | +8.5% |
| 3M | -7.4% | -10.5% | +3.1% | -6.9% |
| 6M | +32.7% | -15.5% | +48.2% | +33.8% |
| YTD | +19.2% | -24.1% | +43.2% | +21.5% |
| 1Y | +2.4% | -32.4% | +34.8% | +5.0% |
| 3Y | -25.6% | -11.6% | -14.0% | -33.6% |
| 5Y | -53.4% | -42.9% | -10.5% | -60.5% |
| All | -42.0% | -43.7% | +1.8% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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