+844.5%
APH vs SWKS
+31.5%
+813.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.3% | -8.6% |
| 7D | -12.7% | -9.2% | -3.5% | -9.5% |
| 30D | -19.2% | -1.9% | -17.3% | -18.6% |
| 3M | -16.7% | +21.2% | -37.9% | -23.6% |
| 6M | +5.1% | +12.9% | -7.8% | -2.8% |
| YTD | +6.6% | +30.7% | -24.2% | -8.2% |
| 1Y | +3.9% | +14.1% | -10.2% | -5.6% |
| 3Y | +246.0% | -1.7% | +247.7% | +213.3% |
| 5Y | +268.0% | -43.0% | +311.0% | +305.5% |
| All | +844.5% | +31.5% | +813.0% | +617.1% |
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