+589.4%
APP vs SWK
+50.4%
+539.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +13.1% | -2.4% | +6.9% |
| 7D | +4.5% | +17.9% | -13.4% | -0.2% |
| 30D | -3.6% | +31.9% | -35.6% | -10.8% |
| 3M | -35.3% | +16.6% | -51.8% | -38.0% |
| 6M | -42.8% | +61.1% | -103.9% | -50.1% |
| YTD | -59.7% | +64.2% | -123.9% | -65.5% |
| 1Y | -55.4% | +85.2% | -140.6% | -63.5% |
| All | +589.4% | +50.4% | +539.0% | +431.2% |
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