-43.0%
SWKS vs ADM
+25.5%
-68.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.9% |
| 7D | -9.2% | -7.5% | -1.7% | -7.2% |
| 30D | -1.9% | -14.3% | +12.4% | +2.4% |
| 3M | +21.2% | -8.6% | +29.8% | +24.1% |
| 6M | +12.9% | -9.9% | +22.7% | +15.9% |
| YTD | +30.7% | +25.1% | +5.6% | +21.6% |
| 1Y | +14.1% | +28.8% | -14.7% | +5.0% |
| 3Y | -1.7% | +6.9% | -8.6% | -9.0% |
| 5Y | -43.0% | +25.9% | -68.9% | -48.1% |
| All | -43.0% | +25.5% | -68.5% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling