+50.8%
SWKS vs ACM
+132.6%
-81.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +9.4% | +5.6% | +3.8% | +6.1% |
| 30D | +17.0% | +20.8% | -3.9% | +5.2% |
| 3M | +28.9% | +11.4% | +17.5% | +20.3% |
| 6M | +33.1% | +0.9% | +32.2% | +29.6% |
| YTD | +44.8% | -24.8% | +69.6% | +64.3% |
| 1Y | +36.2% | -46.4% | +82.6% | +87.2% |
| 3Y | +11.5% | -9.2% | +20.7% | +10.9% |
| 5Y | -37.1% | +5.0% | -42.0% | -42.5% |
| All | +50.8% | +132.6% | -81.8% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling