-25.2%
SWKS vs ABCL
+104.5%
-129.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | +12.5% | +0.7% | +11.8% | +12.4% |
| 30D | +10.5% | +93.1% | -82.6% | -0.1% |
| 3M | -7.4% | +79.4% | -86.8% | -16.2% |
| 6M | +32.7% | +214.9% | -182.2% | +8.4% |
| YTD | +19.2% | +234.2% | -215.0% | -4.9% |
| 1Y | +2.4% | +174.8% | -172.4% | -16.2% |
| All | -25.2% | +104.5% | -129.7% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling