+29.6%
ADSK vs SWK
+46.0%
-16.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +4.9% | +11.0% | -6.2% | +2.6% |
| 30D | +11.3% | +30.1% | -18.7% | +5.7% |
| 3M | +7.9% | +14.7% | -6.7% | +4.9% |
| 6M | +7.7% | +44.5% | -36.8% | -0.3% |
| YTD | -11.6% | +59.4% | -71.0% | -20.7% |
| 1Y | -11.2% | +77.5% | -88.8% | -22.7% |
| 3Y | +29.6% | +49.5% | -19.9% | +11.0% |
| All | +29.6% | +46.0% | -16.4% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling