+228.6%
ABT vs SWK
+21.9%
+206.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -5.4% | -2.3% | -3.1% | -4.9% |
| 30D | +8.0% | +30.4% | -22.4% | +1.4% |
| 3M | +0.2% | +12.1% | -11.9% | -2.6% |
| 6M | +34.1% | +49.1% | -14.9% | +21.5% |
| YTD | -10.6% | +60.4% | -71.1% | -21.1% |
| 1Y | -11.8% | +78.3% | -90.1% | -24.2% |
| 3Y | +23.9% | +53.3% | -29.4% | +5.9% |
| 5Y | -5.1% | -27.0% | +21.8% | -1.8% |
| 10Y | +228.6% | +20.8% | +207.8% | +162.9% |
| All | +228.6% | +21.9% | +206.7% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling