+207.4%
ALAB vs SWKS
-13.9%
+221.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +5.6% |
| 7D | -26.3% | -6.2% | -20.1% | -23.1% |
| 30D | -50.1% | -1.5% | -48.6% | -49.3% |
| 3M | -42.5% | +23.0% | -65.4% | -50.0% |
| 6M | -10.8% | +27.6% | -38.4% | -22.9% |
| YTD | +14.6% | +32.3% | -17.7% | -5.3% |
| 1Y | +17.1% | +20.1% | -3.0% | +2.5% |
| All | +207.4% | -13.9% | +221.3% | +209.3% |
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