+232.9%
ABT vs SWKS
+33.1%
+199.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.5% |
| 7D | +3.5% | -6.2% | +9.7% | +4.7% |
| 30D | +12.0% | -1.5% | +13.5% | +12.1% |
| 3M | +2.5% | +23.0% | -20.5% | -2.8% |
| 6M | +29.1% | +27.6% | +1.5% | +19.7% |
| YTD | -10.1% | +32.3% | -42.4% | -18.0% |
| 1Y | -9.8% | +20.1% | -30.0% | -16.1% |
| 3Y | +23.3% | +0.6% | +22.6% | +13.2% |
| 5Y | -2.4% | -42.3% | +40.0% | +2.0% |
| All | +232.9% | +33.1% | +199.8% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling