+36.9%
APA vs SWK
+54.4%
-17.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | -5.5% | +11.3% | -16.8% | -8.5% |
| 30D | -1.2% | +31.5% | -32.6% | -8.9% |
| 3M | +10.6% | +14.4% | -3.9% | +5.9% |
| 6M | +28.4% | +46.4% | -18.0% | +11.7% |
| YTD | +89.7% | +61.6% | +28.2% | +55.1% |
| 1Y | +90.6% | +78.7% | +11.9% | +47.6% |
| 3Y | +36.9% | +54.4% | -17.5% | +2.3% |
| All | +36.9% | +54.4% | -17.5% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling