-7.0%
ABT vs SWKS
-53.5%
+46.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.8% |
| 7D | -3.7% | +12.5% | -16.2% | -5.1% |
| 30D | +2.5% | +10.5% | -8.0% | +1.2% |
| 3M | +20.2% | -7.4% | +27.6% | +20.9% |
| 6M | -2.9% | +32.7% | -35.6% | -8.0% |
| YTD | -11.9% | +19.2% | -31.1% | -15.3% |
| 1Y | -16.5% | +2.4% | -18.9% | -18.1% |
| 3Y | +12.1% | -25.6% | +37.7% | +12.9% |
| All | -7.0% | -53.5% | +46.5% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling