+48.5%
SWK vs ADVB
-97.4%
+145.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -4.5% | +17.7% | +13.1% |
| 7D | +17.9% | -29.5% | +47.4% | +17.7% |
| 30D | +31.9% | -66.9% | +98.8% | +31.4% |
| 3M | +16.6% | -73.7% | +90.3% | +16.1% |
| 6M | +61.1% | -64.8% | +125.9% | +60.1% |
| YTD | +64.2% | -64.0% | +128.3% | +63.1% |
| 1Y | +85.2% | -77.0% | +162.2% | +86.9% |
| All | +48.5% | -97.4% | +145.9% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling