-7.8%
ABT vs SWKS
-36.1%
+28.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.1% |
| 7D | -5.6% | +10.9% | -16.5% | -6.6% |
| 30D | +5.2% | +17.6% | -12.4% | +3.3% |
| 3M | -2.7% | +29.2% | -31.9% | -5.9% |
| 6M | +28.8% | +37.0% | -8.1% | +22.6% |
| YTD | -12.3% | +44.9% | -57.2% | -17.8% |
| 1Y | -14.7% | +33.8% | -48.5% | -19.1% |
| 3Y | +21.6% | +10.2% | +11.4% | +13.4% |
| 5Y | -7.8% | -37.0% | +29.2% | -8.1% |
| All | -7.8% | -36.1% | +28.3% | -8.1% |
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