+37.8%
SWKS vs ADM
+113.6%
-75.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | -3.1% | -1.8% | -1.3% | -2.3% |
| 30D | +8.3% | -13.3% | +21.6% | +15.4% |
| 3M | +20.2% | -13.4% | +33.6% | +28.0% |
| 6M | +24.9% | -9.6% | +34.5% | +29.7% |
| YTD | +33.2% | +23.0% | +10.1% | +18.4% |
| 1Y | +23.6% | +27.4% | -3.8% | +7.7% |
| 3Y | +1.3% | +5.7% | -4.4% | -7.9% |
| 5Y | -40.6% | +22.1% | -62.7% | -53.7% |
| All | +37.8% | +113.6% | -75.8% | -26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling