+1,249.0%
AAPL vs SWK
+29.6%
+1,219.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -0.7% | +11.0% | -11.7% | -4.4% |
| 30D | +1.7% | +30.1% | -28.4% | -7.6% |
| 3M | +9.7% | +14.7% | -5.0% | +4.0% |
| 6M | +19.3% | +44.5% | -25.2% | +3.3% |
| YTD | +26.3% | +59.4% | -33.1% | +4.2% |
| 1Y | +27.4% | +77.5% | -50.1% | +0.7% |
| 3Y | +93.6% | +49.5% | +44.1% | +55.7% |
| 5Y | +131.7% | -24.9% | +156.6% | +134.2% |
| All | +1,249.0% | +29.6% | +1,219.5% | +1,021.3% |
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