+164.3%
APD vs SWK
+2.4%
+161.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | +2.1% | -5.7% | +7.8% | +4.0% |
| 3M | +7.2% | +24.1% | -16.9% | -0.9% |
| 6M | +11.2% | +24.7% | -13.5% | +1.9% |
| YTD | +24.4% | +33.9% | -9.6% | +10.6% |
| 1Y | +6.7% | +34.7% | -28.0% | -5.9% |
| 3Y | +9.2% | +15.3% | -6.0% | -2.6% |
| 5Y | +27.4% | -39.3% | +66.6% | +40.7% |
| All | +164.3% | +2.4% | +161.9% | +118.8% |
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