+127.4%
ADI vs SWKS
-0.7%
+128.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | -12.8% | -6.2% | -6.7% | -10.2% |
| 30D | -11.3% | -1.5% | -9.9% | -10.7% |
| 3M | -3.4% | +23.0% | -26.3% | -14.3% |
| 6M | -12.0% | +27.6% | -39.6% | -24.2% |
| YTD | +35.3% | +32.3% | +2.9% | +11.6% |
| 1Y | +58.1% | +20.1% | +37.9% | +37.7% |
| 3Y | +127.4% | +0.6% | +126.7% | +96.6% |
| All | +127.4% | -0.7% | +128.0% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling