+46.0%
SWKS vs ADM
+118.6%
-72.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.3% | +3.6% | +4.9% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | +17.3% | -11.8% | +29.1% | +24.1% |
| 3M | +28.3% | -11.3% | +39.6% | +35.2% |
| 6M | +26.1% | -10.0% | +36.1% | +31.2% |
| YTD | +41.1% | +25.9% | +15.2% | +24.1% |
| 1Y | +31.4% | +26.7% | +4.8% | +15.0% |
| 3Y | +7.3% | +8.1% | -0.9% | -3.4% |
| 5Y | -37.7% | +23.5% | -61.2% | -51.6% |
| 10Y | +46.0% | +128.2% | -82.2% | -22.6% |
| All | +46.0% | +118.6% | -72.5% | -22.6% |
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