+1,367.3%
AAPL vs SWK
+18.1%
+1,349.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +4.1% | -1.4% | +5.5% | +4.6% |
| 30D | +4.0% | +25.5% | -21.5% | -4.3% |
| 3M | +16.8% | +11.8% | +5.0% | +11.7% |
| 6M | +19.4% | +48.7% | -29.3% | +2.3% |
| YTD | +31.5% | +57.2% | -25.7% | +9.0% |
| 1Y | +31.0% | +75.3% | -44.3% | +3.9% |
| 3Y | +95.3% | +51.9% | +43.3% | +55.9% |
| 5Y | +143.4% | -30.7% | +174.1% | +154.2% |
| All | +1,367.3% | +18.1% | +1,349.2% | +1,108.8% |
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