-20.5%
ADSK vs SWK
-25.5%
+5.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +4.9% | +11.0% | -6.2% | +1.3% |
| 30D | +11.3% | +30.1% | -18.7% | +2.2% |
| 3M | +7.9% | +14.7% | -6.7% | +3.0% |
| 6M | +7.7% | +44.5% | -36.8% | -5.6% |
| YTD | -11.6% | +59.4% | -71.0% | -26.2% |
| 1Y | -11.2% | +77.5% | -88.8% | -29.1% |
| 3Y | +29.6% | +49.5% | -19.9% | +4.0% |
| All | -20.5% | -25.5% | +5.0% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling