+8,794.6%
SWKS vs ADM
+1,573.2%
+7,221.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.9% |
| 7D | -9.2% | -7.5% | -1.7% | -6.9% |
| 30D | -1.9% | -14.3% | +12.4% | +3.0% |
| 3M | +21.2% | -8.6% | +29.8% | +24.4% |
| 6M | +12.9% | -9.9% | +22.7% | +16.2% |
| YTD | +30.7% | +25.1% | +5.6% | +20.3% |
| 1Y | +14.1% | +28.8% | -14.7% | +3.8% |
| 3Y | -1.7% | +6.9% | -8.6% | -7.5% |
| 5Y | -43.0% | +25.9% | -68.9% | -50.0% |
| 10Y | +34.3% | +101.7% | -67.4% | +0.4% |
| All | +8,794.6% | +1,573.2% | +7,221.5% | +4,842.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling