+21.5%
ABT vs SWKS
+8.4%
+13.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.0% | -7.0% | -1.2% |
| 7D | -5.4% | +5.7% | -11.1% | -5.5% |
| 30D | +8.0% | +17.3% | -9.3% | +7.4% |
| 3M | +0.2% | +28.3% | -28.0% | -0.9% |
| 6M | +34.1% | +26.1% | +8.1% | +32.2% |
| YTD | -10.6% | +41.1% | -51.7% | -12.9% |
| 1Y | -11.8% | +31.4% | -43.2% | -13.6% |
| All | +21.5% | +8.4% | +13.1% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling