+234.1%
ABT vs SWKS
+49.3%
+184.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | +9.4% | -10.7% | -3.0% |
| 30D | +6.0% | +17.0% | -10.9% | +2.7% |
| 3M | -1.9% | +28.9% | -30.8% | -7.7% |
| 6M | +31.2% | +33.1% | -2.0% | +21.0% |
| YTD | -11.2% | +44.8% | -56.0% | -20.5% |
| 1Y | -14.0% | +36.2% | -50.2% | -22.0% |
| 3Y | +20.7% | +11.5% | +9.2% | +8.5% |
| 5Y | -6.7% | -37.1% | +30.4% | -4.2% |
| All | +234.1% | +49.3% | +184.8% | +151.6% |
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