+7,013.9%
ABT vs SWK
+1,542.3%
+5,471.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.1% |
| 7D | +8.6% | +11.3% | -2.6% | +6.1% |
| 30D | +16.4% | +28.1% | -11.7% | +10.2% |
| 3M | +8.1% | +12.6% | -4.5% | +5.1% |
| 6M | +32.1% | +51.7% | -19.7% | +19.7% |
| YTD | -7.1% | +60.0% | -67.0% | -17.3% |
| 1Y | -6.5% | +72.7% | -79.2% | -18.3% |
| 3Y | +26.2% | +46.3% | -20.1% | +10.5% |
| 5Y | +0.9% | -24.6% | +25.5% | +0.4% |
| 10Y | +250.7% | +32.2% | +218.5% | +192.6% |
| All | +7,013.9% | +1,542.3% | +5,471.6% | +2,760.9% |
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 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