+232.9%
ABT vs SWKS
+37.5%
+195.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +0.3% | -2.7% | +3.1% | +0.8% |
| 30D | +11.6% | +8.5% | +3.1% | +9.7% |
| 3M | +3.1% | +17.3% | -14.2% | -1.1% |
| 6M | +32.8% | +25.1% | +7.7% | +23.8% |
| YTD | -9.6% | +33.3% | -42.9% | -17.7% |
| 1Y | -10.4% | +22.9% | -33.3% | -17.0% |
| 3Y | +25.8% | +5.5% | +20.3% | +14.1% |
| 5Y | -3.4% | -41.9% | +38.5% | +0.7% |
| 10Y | +232.9% | +32.4% | +200.4% | +155.5% |
| All | +232.9% | +37.5% | +195.3% | +155.5% |
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