-55.4%
APP vs SWK
+87.6%
-143.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +13.1% | -2.4% | +8.7% |
| 7D | +4.5% | +17.9% | -13.4% | +2.3% |
| 30D | -3.6% | +31.9% | -35.6% | -6.6% |
| 3M | -35.3% | +16.6% | -51.8% | -36.5% |
| 6M | -42.8% | +61.1% | -103.9% | -44.0% |
| YTD | -59.7% | +64.2% | -123.9% | -59.8% |
| 1Y | -55.4% | +85.2% | -140.6% | -56.8% |
| All | -55.4% | +87.6% | -143.0% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling