+259.9%
ALAB vs SWK
+44.1%
+215.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +13.1% | -17.5% | -10.2% |
| 7D | -24.9% | +17.9% | -42.8% | -31.0% |
| 30D | -38.4% | +31.9% | -70.3% | -46.7% |
| 3M | -38.3% | +16.6% | -54.8% | -43.3% |
| 6M | +10.9% | +61.1% | -50.2% | -12.2% |
| YTD | +34.2% | +64.2% | -30.0% | +4.0% |
| 1Y | +24.5% | +85.2% | -60.7% | -8.8% |
| All | +259.9% | +44.1% | +215.9% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 all: compounded portfolio wealth divided by compounded SWK 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…
all analysis · Full analysis span regression · 6 months rolling