+283.5%
APH vs SWK
+50.4%
+233.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +13.1% | -19.3% | -9.4% |
| 7D | -2.4% | +17.9% | -20.3% | -6.9% |
| 30D | -9.5% | +31.9% | -41.4% | -16.5% |
| 3M | -7.6% | +16.6% | -24.2% | -11.8% |
| 6M | +12.4% | +61.1% | -48.7% | -2.4% |
| YTD | +17.5% | +64.2% | -46.7% | +1.0% |
| 1Y | +16.4% | +85.2% | -68.8% | -3.3% |
| All | +283.5% | +50.4% | +233.1% | +217.4% |
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