+154.8%
APA vs SWK
-38.7%
+193.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | +0.5% | -0.4% | +1.0% | +0.6% |
| 30D | +23.4% | -5.7% | +29.1% | +25.5% |
| 3M | +12.7% | +24.1% | -11.4% | +3.1% |
| 6M | +39.4% | +24.7% | +14.7% | +25.3% |
| YTD | +79.0% | +33.9% | +45.0% | +55.6% |
| 1Y | +88.8% | +34.7% | +54.1% | +62.4% |
| 3Y | +6.4% | +15.3% | -8.9% | -6.8% |
| All | +154.8% | -38.7% | +193.5% | +193.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling