+446.2%
APP vs SWKS
-50.5%
+496.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.1% | +33.1% | +32.0% |
| 7D | +39.7% | -9.2% | +48.9% | +45.6% |
| 30D | +27.7% | -1.9% | +29.6% | +28.2% |
| 3M | -14.8% | +21.2% | -36.0% | -24.6% |
| 6M | -25.5% | +12.9% | -38.4% | -33.9% |
| YTD | -47.2% | +30.7% | -77.9% | -57.9% |
| 1Y | -42.3% | +14.1% | -56.4% | -50.2% |
| 3Y | +806.8% | -1.7% | +808.5% | +628.1% |
| 5Y | +261.6% | -43.0% | +304.6% | +333.1% |
| All | +446.2% | -50.5% | +496.7% | +562.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling