+955.2%
APH vs SWKS
+31.8%
+923.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.0% | -3.1% | -1.9% | -3.8% |
| 30D | -8.4% | +8.3% | -16.7% | -10.9% |
| 3M | -4.5% | +20.2% | -24.7% | -12.0% |
| 6M | +25.3% | +24.9% | +0.3% | +12.0% |
| YTD | +18.9% | +33.2% | -14.2% | +1.8% |
| 1Y | +11.9% | +23.6% | -11.6% | -1.4% |
| 3Y | +278.0% | +1.3% | +276.7% | +238.5% |
| 5Y | +306.4% | -40.6% | +347.0% | +341.0% |
| 10Y | +955.2% | +35.3% | +919.9% | +695.4% |
| All | +955.2% | +31.8% | +923.3% | +695.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling