+0.6%
SWKS vs ACM
-12.3%
+13.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | +5.4% | -11.5% | -8.4% |
| 30D | -1.5% | +15.1% | -16.6% | -7.6% |
| 3M | +23.0% | -10.5% | +33.4% | +28.5% |
| 6M | +27.6% | -19.7% | +47.3% | +40.7% |
| YTD | +32.3% | -28.8% | +61.1% | +53.8% |
| 1Y | +20.1% | -47.9% | +68.0% | +68.9% |
| 3Y | +0.6% | -12.4% | +13.0% | -6.9% |
| All | +0.6% | -12.3% | +13.0% | -6.9% |
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