+120.2%
ADBE vs SWKS
+33.1%
+87.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.3% |
| 7D | -4.4% | -6.2% | +1.8% | -2.2% |
| 30D | +2.8% | -1.5% | +4.3% | +3.0% |
| 3M | -8.0% | +23.0% | -31.0% | -17.1% |
| 6M | -4.3% | +27.6% | -31.9% | -17.6% |
| YTD | -31.6% | +32.3% | -63.9% | -43.0% |
| 1Y | -26.9% | +20.1% | -47.0% | -36.6% |
| 3Y | -57.7% | +0.6% | -58.3% | -64.0% |
| 5Y | -63.9% | -42.3% | -21.6% | -60.4% |
| All | +120.2% | +33.1% | +87.1% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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