+18.6%
ADM vs SWK
+15.2%
+3.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +3.8% | -0.4% | +4.2% | +3.8% |
| 30D | +9.8% | -5.7% | +15.5% | +10.6% |
| 3M | +2.1% | +24.1% | -21.9% | -1.6% |
| 6M | +27.5% | +24.7% | +2.8% | +22.3% |
| YTD | +50.2% | +33.9% | +16.3% | +42.0% |
| 1Y | +40.6% | +34.7% | +5.9% | +32.4% |
| All | +18.6% | +15.2% | +3.4% | +11.5% |
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