-33.0%
SWK vs ABCL
-81.3%
+48.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -0.4% | +0.7% | -1.2% | -0.5% |
| 30D | -5.7% | +93.1% | -98.8% | -14.3% |
| 3M | +24.1% | +79.4% | -55.4% | +13.1% |
| 6M | +24.7% | +214.9% | -190.2% | +4.8% |
| YTD | +33.9% | +234.2% | -200.3% | +10.8% |
| 1Y | +34.7% | +174.8% | -140.1% | +13.1% |
| 3Y | +15.3% | +104.5% | -89.2% | -5.4% |
| 5Y | -39.3% | -39.0% | -0.3% | -48.0% |
| All | -33.0% | -81.3% | +48.2% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling