+25.9%
ADM vs SWK
-25.4%
+51.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | -7.5% | +11.3% | -18.8% | -9.1% |
| 30D | -14.3% | +28.1% | -42.4% | -17.6% |
| 3M | -8.6% | +12.6% | -21.2% | -10.4% |
| 6M | -9.9% | +51.7% | -61.6% | -16.3% |
| YTD | +25.1% | +60.0% | -34.9% | +14.6% |
| 1Y | +28.8% | +72.7% | -43.8% | +16.3% |
| 3Y | +6.9% | +46.3% | -39.5% | -3.2% |
| 5Y | +25.9% | -24.6% | +50.5% | +25.0% |
| All | +25.9% | -25.4% | +51.3% | +25.0% |
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