-14.7%
ABT vs SWK
+73.5%
-88.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -1.5% |
| 7D | -5.6% | -2.0% | -3.6% | -5.3% |
| 30D | +5.2% | +24.6% | -19.4% | +2.2% |
| 3M | -2.7% | +10.8% | -13.5% | -4.3% |
| 6M | +28.8% | +46.1% | -17.2% | +22.9% |
| YTD | -12.3% | +56.8% | -69.1% | -17.9% |
| 1Y | -14.7% | +72.7% | -87.4% | -22.4% |
| All | -14.7% | +73.5% | -88.1% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling