+268.0%
APH vs SWKS
-44.4%
+312.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.3% | -8.7% |
| 7D | -12.7% | -9.2% | -3.5% | -9.9% |
| 30D | -19.2% | -1.9% | -17.3% | -18.7% |
| 3M | -16.7% | +21.2% | -37.9% | -22.8% |
| 6M | +5.1% | +12.9% | -7.8% | -1.8% |
| YTD | +6.6% | +30.7% | -24.2% | -6.8% |
| 1Y | +3.9% | +14.1% | -10.2% | -4.3% |
| 3Y | +246.0% | -1.7% | +247.7% | +215.4% |
| 5Y | +268.0% | -43.0% | +311.0% | +307.8% |
| All | +268.0% | -44.4% | +312.4% | +307.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling