+262.6%
ADSK vs SWK
+32.9%
+229.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.5% |
| 7D | +2.1% | +10.7% | -8.6% | -2.1% |
| 30D | +11.9% | +33.3% | -21.4% | -0.5% |
| 3M | +5.7% | +14.7% | -8.9% | -0.4% |
| 6M | +7.7% | +48.5% | -40.8% | -9.7% |
| YTD | -11.0% | +63.9% | -74.9% | -29.8% |
| 1Y | -11.4% | +80.4% | -91.8% | -33.2% |
| 3Y | +28.7% | +58.1% | -29.5% | -3.9% |
| 5Y | -20.1% | -24.5% | +4.4% | -17.5% |
| 10Y | +262.6% | +29.5% | +233.1% | +153.7% |
| All | +262.6% | +32.9% | +229.7% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling