+803.3%
APP vs SWK
+46.5%
+756.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.6% | +33.6% | +31.7% |
| 7D | +39.7% | +11.3% | +28.4% | +35.2% |
| 30D | +27.7% | +28.1% | -0.4% | +18.9% |
| 3M | -14.8% | +12.6% | -27.4% | -17.8% |
| 6M | -25.5% | +51.7% | -77.2% | -34.1% |
| YTD | -47.2% | +60.0% | -107.1% | -54.6% |
| 1Y | -42.3% | +72.7% | -115.0% | -51.8% |
| All | +803.3% | +46.5% | +756.8% | +599.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling