+1,573.2%
ADM vs SWK
+1,542.3%
+30.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.2% |
| 7D | -7.5% | +11.3% | -18.8% | -10.7% |
| 30D | -14.3% | +28.1% | -42.4% | -20.6% |
| 3M | -8.6% | +12.6% | -21.2% | -12.3% |
| 6M | -9.9% | +51.7% | -61.6% | -21.7% |
| YTD | +25.1% | +60.0% | -34.9% | +6.1% |
| 1Y | +28.8% | +72.7% | -43.8% | +6.5% |
| 3Y | +6.9% | +46.3% | -39.5% | -11.0% |
| 5Y | +25.9% | -24.6% | +50.5% | +24.0% |
| 10Y | +101.7% | +32.2% | +69.4% | +57.1% |
| All | +1,573.2% | +1,542.3% | +30.9% | +507.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling