+5,756.3%
ADSK vs SWK
+1,582.6%
+4,173.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.7% |
| 7D | +2.1% | +10.7% | -8.6% | -2.6% |
| 30D | +11.9% | +33.3% | -21.4% | -1.9% |
| 3M | +5.7% | +14.7% | -8.9% | -1.1% |
| 6M | +7.7% | +48.5% | -40.8% | -11.6% |
| YTD | -11.0% | +63.9% | -74.9% | -31.7% |
| 1Y | -11.4% | +80.4% | -91.8% | -35.2% |
| 3Y | +28.7% | +58.1% | -29.5% | -6.4% |
| 5Y | -20.1% | -24.5% | +4.4% | -19.9% |
| 10Y | +262.6% | +29.5% | +233.1% | +159.9% |
| All | +5,756.3% | +1,582.6% | +4,173.6% | +1,066.4% |
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