+1,360.5%
AAPL vs SWK
+17.8%
+1,342.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | +3.1% | -2.0% | +5.1% | +3.8% |
| 30D | +4.0% | +24.6% | -20.6% | -4.1% |
| 3M | +17.4% | +10.8% | +6.6% | +12.7% |
| 6M | +20.5% | +46.1% | -25.6% | +3.9% |
| YTD | +30.9% | +56.8% | -25.9% | +8.6% |
| 1Y | +30.1% | +72.7% | -42.6% | +3.8% |
| 3Y | +92.7% | +49.9% | +42.8% | +54.6% |
| 5Y | +142.2% | -30.9% | +173.1% | +153.2% |
| All | +1,360.5% | +17.8% | +1,342.7% | +1,104.1% |
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