-32.2%
SWKS vs ABCL
-81.8%
+49.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | -0.7% |
| 7D | -9.2% | -14.9% | +5.7% | -7.2% |
| 30D | -1.9% | -15.4% | +13.5% | +0.1% |
| 3M | +21.2% | +88.0% | -66.8% | +7.8% |
| 6M | +12.9% | +138.8% | -125.9% | -5.3% |
| YTD | +30.7% | +225.4% | -194.7% | +2.5% |
| 1Y | +14.1% | +137.3% | -123.2% | -5.8% |
| 3Y | -1.7% | +136.8% | -138.5% | -24.5% |
| 5Y | -43.0% | -26.2% | -16.8% | -50.0% |
| All | -32.2% | -81.8% | +49.5% | -32.3% |
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 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