+803.3%
APP vs SWKS
-1.9%
+805.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.1% | +33.1% | +31.5% |
| 7D | +39.7% | -9.2% | +48.9% | +42.6% |
| 30D | +27.7% | -1.9% | +29.6% | +28.0% |
| 3M | -14.8% | +21.2% | -36.0% | -19.7% |
| 6M | -25.5% | +12.9% | -38.4% | -29.6% |
| YTD | -47.2% | +30.7% | -77.9% | -52.5% |
| 1Y | -42.3% | +14.1% | -56.4% | -45.8% |
| All | +803.3% | -1.9% | +805.2% | +570.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling