-43.6%
SWKS vs ABCL
-21.8%
-21.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.7% | -5.5% | +0.2% |
| 7D | -6.2% | -3.2% | -3.0% | -5.9% |
| 30D | -1.5% | -7.4% | +5.9% | -0.8% |
| 3M | +23.0% | +81.9% | -59.0% | +9.6% |
| 6M | +27.6% | +135.7% | -108.1% | +6.7% |
| YTD | +32.3% | +247.4% | -215.1% | +1.1% |
| 1Y | +20.1% | +162.3% | -142.1% | -3.5% |
| 3Y | +0.6% | +165.5% | -164.8% | -25.7% |
| All | -43.6% | -21.8% | -21.8% | -52.2% |
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