+4,745.6%
ADSK vs SWK
+1,275.2%
+3,470.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.9% | -9.2% | -8.7% |
| 7D | -16.4% | -0.4% | -16.0% | -16.3% |
| 30D | -9.2% | -5.7% | -3.5% | -6.9% |
| 3M | -6.7% | +24.1% | -30.8% | -16.5% |
| 6M | -15.5% | +24.7% | -40.2% | -25.7% |
| YTD | -26.4% | +33.9% | -60.3% | -37.8% |
| 1Y | -31.9% | +34.7% | -66.6% | -43.1% |
| 3Y | -1.0% | +15.3% | -16.2% | -16.5% |
| 5Y | -24.5% | -39.3% | +14.7% | -16.4% |
| 10Y | +220.4% | +2.5% | +217.9% | +156.5% |
| All | +4,745.6% | +1,275.2% | +3,470.4% | +961.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling