+6,642.4%
ABT vs SWK
+1,275.2%
+5,367.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -3.7% | -0.4% | -3.2% | -3.6% |
| 30D | +2.5% | -5.7% | +8.2% | +3.8% |
| 3M | +20.2% | +24.1% | -3.9% | +14.2% |
| 6M | -2.9% | +24.7% | -27.6% | -8.3% |
| YTD | -11.9% | +33.9% | -45.9% | -18.4% |
| 1Y | -16.5% | +34.7% | -51.2% | -23.1% |
| 3Y | +12.1% | +15.3% | -3.2% | +3.4% |
| 5Y | -7.4% | -39.3% | +31.9% | -3.3% |
| 10Y | +210.7% | +2.5% | +208.2% | +174.4% |
| All | +6,642.4% | +1,275.2% | +5,367.3% | +2,723.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling