+208.4%
ADSK vs SWK
+0.7%
+207.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.5% |
| 7D | -14.3% | +0.1% | -14.4% | -14.4% |
| 30D | -14.8% | -8.9% | -5.9% | -11.6% |
| 3M | -5.7% | +20.5% | -26.2% | -13.6% |
| 6M | -18.7% | +27.1% | -45.8% | -28.1% |
| YTD | -28.3% | +30.2% | -58.5% | -37.8% |
| 1Y | -35.1% | +24.8% | -59.8% | -43.0% |
| 3Y | -3.2% | +16.3% | -19.5% | -17.5% |
| 5Y | -26.7% | -40.1% | +13.4% | -16.8% |
| 10Y | +208.4% | +0.8% | +207.6% | +139.0% |
| All | +208.4% | +0.7% | +207.7% | +139.0% |
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