+5,682.0%
ADSK vs SWK
+1,547.3%
+4,134.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -3.7% | -2.3% | -1.4% | -2.7% |
| 30D | +11.3% | +30.4% | -19.1% | -1.4% |
| 3M | +3.3% | +12.1% | -8.8% | -2.3% |
| 6M | +10.1% | +49.1% | -38.9% | -9.7% |
| YTD | -12.2% | +60.4% | -72.6% | -31.9% |
| 1Y | -13.9% | +78.3% | -92.2% | -36.6% |
| 3Y | +23.5% | +53.3% | -29.8% | -8.9% |
| 5Y | -20.0% | -27.0% | +6.9% | -18.6% |
| 10Y | +252.3% | +20.8% | +231.4% | +161.0% |
| All | +5,682.0% | +1,547.3% | +4,134.7% | +1,062.7% |
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