+1,199.1%
AAPL vs SWK
+2.4%
+1,196.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +3.0% | -5.7% | +8.7% | +5.0% |
| 3M | +2.9% | +24.1% | -21.2% | -5.5% |
| 6M | +22.1% | +24.7% | -2.6% | +11.1% |
| YTD | +18.0% | +33.9% | -15.9% | +4.0% |
| 1Y | +33.9% | +34.7% | -0.7% | +16.8% |
| 3Y | +71.2% | +15.3% | +55.9% | +51.5% |
| 5Y | +112.6% | -39.3% | +151.9% | +132.6% |
| All | +1,199.1% | +2.4% | +1,196.7% | +1,027.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling