-5.9%
ABT vs SWKS
+14.2%
-20.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.9% | +8.5% | +5.4% |
| 7D | +12.5% | -4.9% | +17.5% | +12.3% |
| 30D | +16.1% | -1.2% | +17.3% | +16.0% |
| 3M | +10.2% | +24.2% | -13.9% | +11.1% |
| 6M | +33.7% | +21.5% | +12.2% | +34.3% |
| YTD | -5.5% | +33.5% | -39.0% | -5.3% |
| 1Y | -5.9% | +18.9% | -24.8% | -5.2% |
| All | -5.9% | +14.2% | -20.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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