+316.8%
APP vs SWK
-29.3%
+346.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +13.1% | -2.4% | +4.9% |
| 7D | +4.5% | +17.9% | -13.4% | -2.9% |
| 30D | -3.6% | +31.9% | -35.6% | -14.9% |
| 3M | -35.3% | +16.6% | -51.8% | -39.6% |
| 6M | -42.8% | +61.1% | -103.9% | -54.3% |
| YTD | -59.7% | +64.2% | -123.9% | -68.8% |
| 1Y | -55.4% | +85.2% | -140.6% | -67.7% |
| 3Y | +592.0% | +50.2% | +541.8% | +412.2% |
| 5Y | +175.7% | -22.8% | +198.6% | +150.2% |
| All | +316.8% | -29.3% | +346.1% | +260.2% |
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 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