-20.0%
SWK vs ABCL
-81.8%
+61.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.8% | -1.5% |
| 7D | +11.3% | -14.9% | +26.2% | +13.1% |
| 30D | +28.1% | -15.4% | +43.5% | +30.0% |
| 3M | +12.6% | +88.0% | -75.4% | +1.9% |
| 6M | +51.7% | +138.8% | -87.1% | +31.4% |
| YTD | +60.0% | +225.4% | -165.5% | +31.7% |
| 1Y | +72.7% | +137.3% | -64.6% | +47.6% |
| 3Y | +46.3% | +136.8% | -90.5% | +17.9% |
| 5Y | -24.6% | -26.2% | +1.6% | -35.8% |
| All | -20.0% | -81.8% | +61.7% | -27.8% |
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