+12,054.6%
ADP vs SWKS
+9,124.1%
+2,930.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.2% | +1.4% |
| 7D | +7.4% | -9.2% | +16.6% | +8.3% |
| 30D | +17.1% | -1.9% | +19.0% | +17.2% |
| 3M | +14.4% | +21.2% | -6.8% | +11.8% |
| 6M | +47.9% | +12.9% | +35.0% | +44.6% |
| YTD | +22.1% | +30.7% | -8.7% | +17.3% |
| 1Y | +21.8% | +14.1% | +7.6% | +18.5% |
| 3Y | +50.5% | -1.7% | +52.2% | +46.1% |
| 5Y | +49.6% | -43.0% | +92.6% | +51.9% |
| 10Y | +329.3% | +34.3% | +294.9% | +298.8% |
| All | +12,054.6% | +9,124.1% | +2,930.5% | +7,036.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling