+1,059.7%
APH vs SWKS
+23.7%
+1,036.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | -0.4% |
| 7D | +5.0% | +12.5% | -7.6% | +0.3% |
| 30D | -3.9% | +10.5% | -14.4% | -7.7% |
| 3M | +13.0% | -7.4% | +20.4% | +15.1% |
| 6M | +25.2% | +32.7% | -7.5% | +8.9% |
| YTD | +22.9% | +19.2% | +3.8% | +10.9% |
| 1Y | +47.8% | +2.4% | +45.5% | +40.7% |
| 3Y | +283.0% | -25.6% | +308.6% | +292.5% |
| 5Y | +349.7% | -53.4% | +403.1% | +441.4% |
| All | +1,059.7% | +23.7% | +1,036.0% | +794.2% |
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 2016-09-04 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling