+26.3%
ADM vs SWK
-25.5%
+51.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -9.0% | +11.0% | -20.1% | -10.6% |
| 30D | -14.0% | +30.1% | -44.0% | -17.5% |
| 3M | -9.2% | +14.7% | -23.8% | -11.3% |
| 6M | -9.2% | +44.5% | -53.7% | -14.9% |
| YTD | +24.2% | +59.4% | -35.2% | +13.9% |
| 1Y | +27.0% | +77.5% | -50.6% | +14.1% |
| 3Y | +6.6% | +49.5% | -42.9% | -3.8% |
| All | +26.3% | -25.5% | +51.8% | +26.0% |
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