-22.8%
SWK vs ABCL
-30.1%
+7.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +0.8% | +12.3% | +13.0% |
| 7D | +17.9% | -10.0% | +27.9% | +19.4% |
| 30D | +31.9% | -10.9% | +42.8% | +33.5% |
| 3M | +16.6% | +101.6% | -85.1% | +1.8% |
| 6M | +61.1% | +167.5% | -106.4% | +31.9% |
| YTD | +64.2% | +259.1% | -194.9% | +26.0% |
| 1Y | +85.2% | +152.2% | -66.9% | +50.3% |
| 3Y | +50.2% | +161.3% | -111.1% | +12.0% |
| 5Y | -22.8% | -29.3% | +6.5% | -38.3% |
| All | -22.8% | -30.1% | +7.3% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling