-25.2%
SWKS vs ACM
-21.7%
-3.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +12.5% | -3.7% | +16.3% | +14.5% |
| 30D | +10.5% | -11.1% | +21.6% | +16.2% |
| 3M | -7.4% | -8.0% | +0.6% | -4.6% |
| 6M | +32.7% | -29.7% | +62.3% | +57.2% |
| YTD | +19.2% | -29.4% | +48.5% | +39.4% |
| 1Y | +2.4% | -46.4% | +48.8% | +41.0% |
| All | -25.2% | -21.7% | -3.6% | -25.8% |
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