-53.0%
SWKS vs ACM
+5.0%
-58.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +12.5% | -3.7% | +16.3% | +14.8% |
| 30D | +10.5% | -11.1% | +21.6% | +17.1% |
| 3M | -7.4% | -8.0% | +0.6% | -4.3% |
| 6M | +32.7% | -29.7% | +62.3% | +60.6% |
| YTD | +19.2% | -29.4% | +48.5% | +42.2% |
| 1Y | +2.4% | -46.4% | +48.8% | +45.5% |
| 3Y | -25.6% | -22.3% | -3.3% | -20.8% |
| All | -53.0% | +5.0% | -58.0% | -58.4% |
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