+2.4%
SWKS vs ADM
+40.7%
-38.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.5% |
| 7D | +12.5% | +3.8% | +8.7% | +12.0% |
| 30D | +10.5% | +9.8% | +0.7% | +9.1% |
| 3M | -7.4% | +2.1% | -9.5% | -7.5% |
| 6M | +32.7% | +27.5% | +5.2% | +29.1% |
| YTD | +19.2% | +50.2% | -31.0% | +14.1% |
| 1Y | +2.4% | +40.6% | -38.2% | -2.3% |
| All | +2.4% | +40.7% | -38.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling