-1.4%
ADSK vs SWK
+18.2%
-19.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.9% | -9.2% | -8.4% |
| 7D | -16.4% | -0.4% | -16.0% | -16.3% |
| 30D | -9.2% | -5.7% | -3.5% | -8.2% |
| 3M | -6.7% | +24.1% | -30.8% | -11.1% |
| 6M | -15.5% | +24.7% | -40.2% | -19.9% |
| YTD | -26.4% | +33.9% | -60.3% | -31.8% |
| 1Y | -31.9% | +34.7% | -66.6% | -37.2% |
| All | -1.4% | +18.2% | -19.6% | -7.2% |
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