+20.1%
SWKS vs ACM
-48.7%
+68.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | +5.4% | -11.5% | -7.3% |
| 30D | -1.5% | +15.1% | -16.6% | -4.8% |
| 3M | +23.0% | -10.5% | +33.4% | +26.5% |
| 6M | +27.6% | -19.7% | +47.3% | +35.3% |
| YTD | +32.3% | -28.8% | +61.1% | +43.9% |
| 1Y | +20.1% | -47.9% | +68.0% | +34.6% |
| All | +20.1% | -48.7% | +68.8% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling