+0.3%
APA vs SWK
+29.6%
-29.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -15.5% | +11.0% | -26.5% | -21.2% |
| 30D | +2.4% | +30.1% | -27.7% | -12.7% |
| 3M | +22.8% | +14.7% | +8.1% | +11.6% |
| 6M | +17.9% | +44.5% | -26.6% | -8.7% |
| YTD | +87.7% | +59.4% | +28.3% | +32.4% |
| 1Y | +94.2% | +77.5% | +16.7% | +27.3% |
| 3Y | +27.2% | +49.5% | -22.2% | -13.0% |
| 5Y | +74.1% | -24.9% | +99.0% | +81.5% |
| All | +0.3% | +29.6% | -29.3% | -23.0% |
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