+391.7%
APP vs SWK
-42.3%
+434.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.8% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | -23.3% | -5.7% | -17.6% | -21.1% |
| 3M | -42.6% | +24.1% | -66.7% | -48.2% |
| 6M | -33.6% | +24.7% | -58.3% | -40.9% |
| YTD | -52.4% | +33.9% | -86.4% | -59.6% |
| 1Y | -35.9% | +34.7% | -70.6% | -46.3% |
| 3Y | +642.2% | +15.3% | +626.9% | +526.4% |
| 5Y | +311.1% | -39.3% | +350.4% | +302.6% |
| All | +391.7% | -42.3% | +434.0% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling