+93.6%
AAPL vs SWKS
-0.7%
+94.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -0.7% | -6.2% | +5.5% | +0.9% |
| 30D | +1.7% | -1.5% | +3.2% | +1.9% |
| 3M | +9.7% | +23.0% | -13.3% | +2.3% |
| 6M | +19.3% | +27.6% | -8.3% | +8.1% |
| YTD | +26.3% | +32.3% | -6.0% | +11.5% |
| 1Y | +27.4% | +20.1% | +7.3% | +16.2% |
| 3Y | +93.6% | +0.6% | +93.0% | +72.1% |
| All | +93.6% | -0.7% | +94.3% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling