+1,908.9%
ADM vs SWK
+1,275.2%
+633.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +3.8% | -0.4% | +4.2% | +3.9% |
| 30D | +9.8% | -5.7% | +15.5% | +11.5% |
| 3M | +2.1% | +24.1% | -21.9% | -5.1% |
| 6M | +27.5% | +24.7% | +2.8% | +17.5% |
| YTD | +50.2% | +33.9% | +16.3% | +35.0% |
| 1Y | +40.6% | +34.7% | +5.9% | +25.2% |
| 3Y | +17.2% | +15.3% | +2.0% | +5.1% |
| 5Y | +61.9% | -39.3% | +101.2% | +71.1% |
| 10Y | +159.3% | +2.5% | +156.8% | +119.1% |
| All | +1,908.9% | +1,275.2% | +633.7% | +672.5% |
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 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