+32.1%
SWKS vs ADM
+98.0%
-65.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -6.2% | -9.0% | +2.9% | -2.1% |
| 30D | -1.5% | -14.0% | +12.5% | +5.3% |
| 3M | +23.0% | -9.2% | +32.1% | +27.8% |
| 6M | +27.6% | -9.2% | +36.8% | +32.1% |
| YTD | +32.3% | +24.2% | +8.1% | +17.2% |
| 1Y | +20.1% | +27.0% | -6.8% | +4.9% |
| 3Y | +0.6% | +6.6% | -6.0% | -8.7% |
| 5Y | -42.3% | +25.0% | -67.3% | -55.6% |
| All | +32.1% | +98.0% | -65.9% | -32.7% |
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