+44.7%
SWK vs ADVB
-97.6%
+142.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.5% | +6.9% | -2.7% |
| 7D | +11.3% | -28.0% | +39.3% | +11.0% |
| 30D | +28.1% | -70.2% | +98.3% | +27.5% |
| 3M | +12.6% | -76.1% | +88.7% | +12.0% |
| 6M | +51.7% | -72.3% | +124.0% | +50.9% |
| YTD | +60.0% | -67.5% | +127.4% | +58.8% |
| 1Y | +72.7% | -78.6% | +151.2% | +73.9% |
| All | +44.7% | -97.6% | +142.3% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling