+1,367.3%
AAPL vs SWKS
+49.3%
+1,318.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +4.1% | +9.4% | -5.3% | +0.2% |
| 30D | +4.0% | +17.0% | -13.0% | -2.9% |
| 3M | +16.8% | +28.9% | -12.1% | +2.5% |
| 6M | +19.4% | +33.1% | -13.7% | +0.8% |
| YTD | +31.5% | +44.8% | -13.3% | +4.5% |
| 1Y | +31.0% | +36.2% | -5.2% | +6.9% |
| 3Y | +95.3% | +11.5% | +83.8% | +61.1% |
| 5Y | +143.4% | -37.1% | +180.4% | +159.5% |
| All | +1,367.3% | +49.3% | +1,318.0% | +939.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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