+132,206.2%
APH vs SWK
+1,158.3%
+131,047.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +5.0% | -0.4% | +5.4% | +5.1% |
| 30D | -3.9% | -5.7% | +1.8% | -1.7% |
| 3M | +13.0% | +24.1% | -11.1% | +3.0% |
| 6M | +25.2% | +24.7% | +0.4% | +13.3% |
| YTD | +22.9% | +33.9% | -11.0% | +7.7% |
| 1Y | +47.8% | +34.7% | +13.2% | +27.9% |
| 3Y | +283.0% | +15.3% | +267.7% | +235.8% |
| 5Y | +349.7% | -39.3% | +388.9% | +396.4% |
| 10Y | +1,061.2% | +2.5% | +1,058.7% | +870.0% |
| All | +132,206.2% | +1,158.3% | +131,047.8% | +48,692.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling