+869.4%
APA vs SWK
+1,542.3%
-672.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.2% |
| 7D | -15.6% | +11.3% | -26.8% | -20.2% |
| 30D | -0.9% | +28.1% | -29.0% | -11.9% |
| 3M | +26.1% | +12.6% | +13.5% | +17.9% |
| 6M | +6.1% | +51.7% | -45.6% | -14.8% |
| YTD | +82.8% | +60.0% | +22.9% | +40.5% |
| 1Y | +106.5% | +72.7% | +33.8% | +52.5% |
| 3Y | +21.9% | +46.3% | -24.4% | -5.8% |
| 5Y | +69.7% | -24.6% | +94.3% | +67.8% |
| 10Y | 0.0% | +32.2% | -32.3% | -18.7% |
| All | +869.4% | +1,542.3% | -672.9% | +292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling