+453.5%
APH vs SWKS
+23.7%
+429.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +10.5% | -58.3% | -51.4% |
| 7D | -48.7% | +9.9% | -58.6% | -52.1% |
| 30D | -51.9% | +10.5% | -62.4% | -55.3% |
| 3M | -43.6% | -7.4% | -36.2% | -44.3% |
| 6M | -37.5% | +32.7% | -70.2% | -47.4% |
| YTD | -38.6% | +19.2% | -57.8% | -46.4% |
| 1Y | -26.3% | +2.4% | -28.7% | -32.1% |
| 3Y | +89.2% | -25.6% | +114.8% | +87.7% |
| 5Y | +119.8% | -53.4% | +173.2% | +156.3% |
| All | +453.5% | +23.7% | +429.8% | +312.8% |
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