-20.3%
SWK vs ABCL
-80.5%
+60.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -1.2% |
| 7D | +11.0% | -3.2% | +14.2% | +11.2% |
| 30D | +30.1% | -7.4% | +37.5% | +30.6% |
| 3M | +14.7% | +81.9% | -67.3% | +4.4% |
| 6M | +44.5% | +135.7% | -91.2% | +25.5% |
| YTD | +59.4% | +247.4% | -188.0% | +30.2% |
| 1Y | +77.5% | +162.3% | -84.7% | +49.8% |
| 3Y | +49.5% | +165.5% | -116.0% | +18.9% |
| 5Y | -24.9% | -21.3% | -3.6% | -36.6% |
| All | -20.3% | -80.5% | +60.2% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling