-2.3%
APA vs SWK
+30.0%
-32.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -0.9% |
| 7D | -15.6% | +11.3% | -26.8% | -21.4% |
| 30D | -0.9% | +28.1% | -29.0% | -14.8% |
| 3M | +26.1% | +12.6% | +13.5% | +15.6% |
| 6M | +6.1% | +51.7% | -45.6% | -20.4% |
| YTD | +82.8% | +60.0% | +22.9% | +28.8% |
| 1Y | +106.5% | +72.7% | +33.8% | +37.5% |
| 3Y | +21.9% | +46.3% | -24.4% | -15.4% |
| 5Y | +69.7% | -24.6% | +94.3% | +76.5% |
| All | -2.3% | +30.0% | -32.3% | -25.1% |
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