+579.4%
ADI vs SWK
+29.6%
+549.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -12.8% | +11.0% | -23.9% | -17.7% |
| 30D | -11.3% | +30.1% | -41.4% | -22.7% |
| 3M | -3.4% | +14.7% | -18.0% | -10.5% |
| 6M | -12.0% | +44.5% | -56.5% | -27.6% |
| YTD | +35.3% | +59.4% | -24.1% | +4.9% |
| 1Y | +58.1% | +77.5% | -19.5% | +16.1% |
| 3Y | +127.4% | +49.5% | +77.9% | +73.8% |
| 5Y | +114.6% | -24.9% | +139.5% | +122.6% |
| All | +579.4% | +29.6% | +549.8% | +445.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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