+317.7%
APH vs SWK
-24.2%
+341.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +13.1% | -19.3% | -10.1% |
| 7D | -2.4% | +17.9% | -20.3% | -7.7% |
| 30D | -9.5% | +31.9% | -41.4% | -17.6% |
| 3M | -7.6% | +16.6% | -24.2% | -12.6% |
| 6M | +12.4% | +61.1% | -48.7% | -4.5% |
| YTD | +17.5% | +64.2% | -46.7% | -1.4% |
| 1Y | +16.4% | +85.2% | -68.8% | -6.2% |
| 3Y | +281.6% | +50.2% | +231.4% | +213.5% |
| 5Y | +317.7% | -22.8% | +340.5% | +333.0% |
| All | +317.7% | -24.2% | +341.9% | +333.0% |
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