-36.5%
ADSK vs SWK
+22.8%
-59.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -2.5% |
| 7D | -14.5% | -4.6% | -10.0% | -14.3% |
| 30D | -19.3% | -9.9% | -9.4% | -19.0% |
| 3M | -7.8% | +15.4% | -23.2% | -7.9% |
| 6M | -20.8% | +25.0% | -45.7% | -21.3% |
| YTD | -30.2% | +27.2% | -57.4% | -31.0% |
| 1Y | -36.5% | +24.6% | -61.1% | -37.0% |
| All | -36.5% | +22.8% | -59.3% | -37.0% |
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 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