+23.6%
SWKS vs ADVB
-73.6%
+97.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -0.1% |
| 7D | -3.1% | -4.1% | +0.9% | -3.2% |
| 30D | +8.3% | -60.3% | +68.6% | +6.0% |
| 3M | +20.2% | -73.3% | +93.6% | +16.5% |
| 6M | +24.9% | -65.9% | +90.8% | +22.5% |
| YTD | +33.2% | -63.9% | +97.0% | +33.2% |
| 1Y | +23.6% | -74.1% | +97.7% | +26.6% |
| All | +23.6% | -73.6% | +97.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling