+127.4%
ADI vs SWK
+46.0%
+81.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -12.8% | +11.0% | -23.9% | -17.4% |
| 30D | -11.3% | +30.1% | -41.4% | -22.3% |
| 3M | -3.4% | +14.7% | -18.0% | -10.1% |
| 6M | -12.0% | +44.5% | -56.5% | -27.1% |
| YTD | +35.3% | +59.4% | -24.1% | +5.4% |
| 1Y | +58.1% | +77.5% | -19.5% | +16.7% |
| 3Y | +127.4% | +49.5% | +77.9% | +69.9% |
| All | +127.4% | +46.0% | +81.4% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling