+268.0%
APH vs SWK
-25.4%
+293.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -8.6% |
| 7D | -12.7% | +11.3% | -24.0% | -15.9% |
| 30D | -19.2% | +28.1% | -47.3% | -25.7% |
| 3M | -16.7% | +12.6% | -29.3% | -20.3% |
| 6M | +5.1% | +51.7% | -46.6% | -8.9% |
| YTD | +6.6% | +60.0% | -53.4% | -9.8% |
| 1Y | +3.9% | +72.7% | -68.8% | -14.3% |
| 3Y | +246.0% | +46.3% | +199.7% | +186.7% |
| 5Y | +268.0% | -24.6% | +292.6% | +283.9% |
| All | +268.0% | -25.4% | +293.4% | +283.9% |
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