+1,259.0%
SWKS vs ACM
+230.8%
+1,028.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +12.5% | -3.7% | +16.3% | +14.6% |
| 30D | +10.5% | -11.1% | +21.6% | +16.1% |
| 3M | -7.4% | -8.0% | +0.6% | -4.8% |
| 6M | +32.7% | -29.7% | +62.3% | +55.6% |
| YTD | +19.2% | -29.4% | +48.5% | +38.5% |
| 1Y | +2.4% | -46.4% | +48.8% | +36.2% |
| 3Y | -25.6% | -22.3% | -3.3% | -18.8% |
| 5Y | -53.4% | +4.5% | -57.9% | -56.3% |
| 10Y | +23.2% | +127.6% | -104.5% | -26.2% |
| All | +1,259.0% | +230.8% | +1,028.2% | +474.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling