+520.8%
APP vs SWK
-30.9%
+551.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.6% |
| 7D | +48.9% | -2.3% | +51.2% | +50.1% |
| 30D | +49.4% | +30.4% | +19.0% | +32.4% |
| 3M | +27.0% | +12.1% | +14.9% | +19.9% |
| 6M | -15.4% | +49.1% | -64.5% | -30.0% |
| YTD | -39.9% | +60.4% | -100.4% | -53.2% |
| 1Y | -32.0% | +78.3% | -110.3% | -50.0% |
| 3Y | +824.3% | +53.3% | +771.0% | +570.1% |
| 5Y | +252.4% | -27.0% | +279.4% | +220.7% |
| All | +520.8% | -30.9% | +551.7% | +440.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling