+106.0%
ADM vs SWK
+26.9%
+79.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.8% | +11.3% | -13.1% | -4.9% |
| 30D | -13.3% | +31.5% | -44.7% | -19.7% |
| 3M | -13.4% | +14.4% | -27.8% | -16.9% |
| 6M | -9.6% | +46.4% | -56.0% | -19.7% |
| YTD | +23.0% | +61.6% | -38.6% | +5.2% |
| 1Y | +27.4% | +78.7% | -51.4% | +5.5% |
| 3Y | +5.7% | +54.4% | -48.7% | -12.5% |
| 5Y | +22.1% | -25.3% | +47.4% | +26.3% |
| 10Y | +106.0% | +22.4% | +83.6% | +75.3% |
| All | +106.0% | +26.9% | +79.1% | +75.3% |
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