+132,206.2%
APH vs SWKS
+10,709.5%
+121,496.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | +0.2% |
| 7D | +5.0% | +12.5% | -7.6% | +2.5% |
| 30D | -3.9% | +10.5% | -14.4% | -5.9% |
| 3M | +13.0% | -7.4% | +20.4% | +14.2% |
| 6M | +25.2% | +32.7% | -7.5% | +17.0% |
| YTD | +22.9% | +19.2% | +3.8% | +17.0% |
| 1Y | +47.8% | +2.4% | +45.5% | +44.6% |
| 3Y | +283.0% | -25.6% | +308.6% | +290.3% |
| 5Y | +349.7% | -53.4% | +403.1% | +395.8% |
| 10Y | +1,061.2% | +23.2% | +1,038.1% | +952.2% |
| All | +132,206.2% | +10,709.5% | +121,496.7% | +58,224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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