+27.7%
SWKS vs ADVB
-97.6%
+125.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.5% | +7.5% | -2.1% |
| 7D | -9.2% | -28.0% | +18.8% | -9.3% |
| 30D | -1.9% | -70.2% | +68.3% | -2.3% |
| 3M | +21.2% | -76.1% | +97.3% | +20.8% |
| 6M | +12.9% | -72.3% | +85.2% | +11.3% |
| YTD | +30.7% | -67.5% | +98.2% | +27.8% |
| 1Y | +14.1% | -78.6% | +92.7% | +14.1% |
| All | +27.7% | -97.6% | +125.4% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling