+25.9%
SWKS vs ADM
+159.1%
-133.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.4% |
| 7D | +12.5% | +3.8% | +8.7% | +10.6% |
| 30D | +10.5% | +9.8% | +0.7% | +5.4% |
| 3M | -7.4% | +2.1% | -9.5% | -8.8% |
| 6M | +32.7% | +27.5% | +5.2% | +17.0% |
| YTD | +19.2% | +50.2% | -31.0% | -3.1% |
| 1Y | +2.4% | +40.6% | -38.2% | -14.7% |
| 3Y | -25.6% | +17.2% | -42.9% | -34.8% |
| 5Y | -53.4% | +61.9% | -115.3% | -68.5% |
| All | +25.9% | +159.1% | -133.2% | -40.1% |
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