-41.9%
SWKS vs ACM
+3.6%
-45.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | -2.1% |
| 7D | -2.7% | +6.9% | -9.6% | -6.4% |
| 30D | +8.5% | +19.1% | -10.6% | -1.7% |
| 3M | +17.3% | -6.9% | +24.2% | +20.7% |
| 6M | +25.1% | -12.0% | +37.1% | +32.4% |
| YTD | +33.3% | -25.1% | +58.5% | +54.0% |
| 1Y | +22.9% | -45.4% | +68.3% | +75.3% |
| 3Y | +5.5% | -6.9% | +12.4% | -1.9% |
| 5Y | -41.9% | +3.7% | -45.6% | -51.0% |
| All | -41.9% | +3.6% | -45.4% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling