-43.6%
SWKS vs ADM
+24.5%
-68.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -6.2% | -9.0% | +2.9% | -3.7% |
| 30D | -1.5% | -14.0% | +12.5% | +2.7% |
| 3M | +23.0% | -9.2% | +32.1% | +26.1% |
| 6M | +27.6% | -9.2% | +36.8% | +30.6% |
| YTD | +32.3% | +24.2% | +8.1% | +23.2% |
| 1Y | +20.1% | +27.0% | -6.8% | +11.0% |
| 3Y | +0.6% | +6.6% | -6.0% | -6.7% |
| All | -43.6% | +24.5% | -68.1% | -49.2% |
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 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