-10.2%
ADSK vs SWK
+87.6%
-97.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +13.1% | -6.1% | +5.7% |
| 7D | +11.4% | +17.9% | -6.5% | +9.9% |
| 30D | +21.9% | +31.9% | -10.0% | +19.9% |
| 3M | +13.9% | +16.6% | -2.7% | +12.2% |
| 6M | +9.1% | +61.1% | -52.0% | +7.7% |
| YTD | -8.8% | +64.2% | -73.0% | -10.2% |
| 1Y | -10.2% | +85.2% | -95.4% | -14.3% |
| All | -10.2% | +87.6% | -97.9% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling