+500.0%
APP vs SWKS
-49.9%
+549.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.2% | +8.7% | +9.3% |
| 7D | +71.2% | -6.2% | +77.4% | +75.7% |
| 30D | +39.1% | -1.5% | +40.6% | +39.4% |
| 3M | +16.5% | +23.0% | -6.4% | +2.4% |
| 6M | -16.6% | +27.6% | -44.2% | -30.4% |
| YTD | -41.9% | +32.3% | -74.3% | -54.0% |
| 1Y | -37.0% | +20.1% | -57.2% | -47.1% |
| 3Y | +892.4% | +0.6% | +891.8% | +684.6% |
| 5Y | +297.3% | -42.3% | +339.6% | +373.4% |
| All | +500.0% | -49.9% | +549.9% | +624.6% |
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