+25.3%
ADP vs SWKS
+33.8%
-8.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.6% |
| 7D | +2.2% | +9.4% | -7.3% | +2.6% |
| 30D | +10.6% | +17.0% | -6.4% | +11.3% |
| 3M | +12.9% | +28.9% | -16.0% | +13.9% |
| 6M | +50.6% | +33.1% | +17.5% | +51.1% |
| YTD | +23.2% | +44.8% | -21.6% | +22.3% |
| 1Y | +25.3% | +36.2% | -11.0% | +25.5% |
| All | +25.3% | +33.8% | -8.5% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling