+10,816.5%
ADP vs SWKS
+8,307.4%
+2,509.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -2.4% |
| 7D | -3.4% | +12.5% | -15.9% | -4.6% |
| 30D | +2.8% | +10.5% | -7.7% | +1.7% |
| 3M | +20.9% | -7.4% | +28.3% | +21.3% |
| 6M | +29.9% | +32.7% | -2.8% | +25.3% |
| YTD | +9.6% | +19.2% | -9.5% | +6.7% |
| 1Y | -5.3% | +2.4% | -7.6% | -6.6% |
| 3Y | +16.5% | -25.6% | +42.1% | +16.6% |
| 5Y | +49.4% | -53.4% | +102.8% | +55.1% |
| 10Y | +282.2% | +23.2% | +259.0% | +259.3% |
| All | +10,816.5% | +8,307.4% | +2,509.1% | +6,393.3% |
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