+261.6%
APP vs SWK
-25.4%
+287.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.6% | +33.6% | +32.2% |
| 7D | +39.7% | +11.3% | +28.4% | +32.4% |
| 30D | +27.7% | +28.1% | -0.4% | +13.3% |
| 3M | -14.8% | +12.6% | -27.4% | -19.8% |
| 6M | -25.5% | +51.7% | -77.2% | -39.8% |
| YTD | -47.2% | +60.0% | -107.1% | -59.4% |
| 1Y | -42.3% | +72.7% | -115.0% | -57.7% |
| 3Y | +806.8% | +46.3% | +760.5% | +561.8% |
| 5Y | +261.6% | -24.6% | +286.3% | +274.0% |
| All | +261.6% | -25.4% | +287.1% | +274.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling