+228.3%
ABT vs SWKS
+31.8%
+196.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.0% | -3.1% | +4.1% | +1.5% |
| 30D | +11.6% | +8.3% | +3.3% | +9.7% |
| 3M | +2.3% | +20.2% | -17.9% | -2.4% |
| 6M | +32.7% | +24.9% | +7.8% | +23.8% |
| YTD | -9.6% | +33.2% | -42.8% | -17.8% |
| 1Y | -10.1% | +23.6% | -33.7% | -16.8% |
| 3Y | +25.2% | +1.3% | +24.0% | +14.9% |
| 5Y | -4.5% | -40.6% | +36.1% | -1.1% |
| 10Y | +228.3% | +35.3% | +193.0% | +150.6% |
| All | +228.3% | +31.8% | +196.4% | +150.6% |
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