-19.0%
ADSK vs SWK
-30.7%
+11.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.0% | -1.4% | +2.4% | +1.5% |
| 30D | +14.4% | +25.5% | -11.1% | +6.2% |
| 3M | +2.5% | +11.8% | -9.3% | -1.4% |
| 6M | +14.5% | +48.7% | -34.2% | -0.6% |
| YTD | -10.7% | +57.2% | -67.9% | -25.1% |
| 1Y | -11.0% | +75.3% | -86.3% | -28.7% |
| 3Y | +25.9% | +51.9% | -26.1% | -0.1% |
| All | -19.0% | -30.7% | +11.7% | -17.2% |
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 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