+90.5%
APH vs SWKS
-25.5%
+115.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +10.5% | -58.3% | -49.7% |
| 7D | -48.7% | +9.9% | -58.6% | -50.5% |
| 30D | -51.9% | +10.5% | -62.4% | -53.8% |
| 3M | -43.6% | -7.4% | -36.2% | -43.2% |
| 6M | -37.5% | +32.7% | -70.2% | -44.2% |
| YTD | -38.6% | +19.2% | -57.8% | -43.5% |
| 1Y | -26.3% | +2.4% | -28.7% | -29.1% |
| All | +90.5% | -25.5% | +115.9% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling