+1,391.0%
SWKS vs ACM
+233.2%
+1,157.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.0% |
| 7D | -9.2% | +5.1% | -14.2% | -11.6% |
| 30D | -1.9% | +11.5% | -13.4% | -7.3% |
| 3M | +21.2% | -10.5% | +31.7% | +26.3% |
| 6M | +12.9% | -20.4% | +33.3% | +23.9% |
| YTD | +30.7% | -28.9% | +59.6% | +50.5% |
| 1Y | +14.1% | -48.7% | +62.8% | +54.3% |
| 3Y | -1.7% | -12.5% | +10.8% | +0.6% |
| 5Y | -43.0% | +0.5% | -43.5% | -45.5% |
| 10Y | +34.3% | +161.2% | -126.9% | -25.1% |
| All | +1,391.0% | +233.2% | +1,157.7% | +525.0% |
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 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