+14.3%
ABT vs SWKS
-25.5%
+39.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.6% |
| 7D | -3.7% | +12.5% | -16.2% | -4.2% |
| 30D | +2.5% | +10.5% | -8.0% | +2.0% |
| 3M | +20.2% | -7.4% | +27.6% | +20.6% |
| 6M | -2.9% | +32.7% | -35.6% | -5.4% |
| YTD | -11.9% | +19.2% | -31.1% | -13.5% |
| 1Y | -16.5% | +2.4% | -18.9% | -17.2% |
| All | +14.3% | -25.5% | +39.8% | +10.9% |
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