-0.6%
SWKS vs ACM
-12.3%
+11.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.1% |
| 7D | -9.2% | +5.1% | -14.2% | -11.3% |
| 30D | -1.9% | +11.5% | -13.4% | -6.7% |
| 3M | +21.2% | -10.5% | +31.7% | +26.7% |
| 6M | +12.9% | -20.4% | +33.3% | +25.1% |
| YTD | +30.7% | -28.9% | +59.6% | +52.0% |
| 1Y | +14.1% | -48.7% | +62.8% | +62.4% |
| All | -0.6% | -12.3% | +11.8% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling