+64.2%
ADM vs SWK
-38.7%
+102.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.7% |
| 3M | +2.1% | +24.1% | -21.9% | -1.9% |
| 6M | +27.5% | +24.7% | +2.8% | +21.8% |
| YTD | +50.2% | +33.9% | +16.3% | +41.4% |
| 1Y | +40.6% | +34.7% | +5.9% | +31.8% |
| 3Y | +17.2% | +15.3% | +2.0% | +10.3% |
| All | +64.2% | -38.7% | +102.9% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling