+333.0%
APP vs SWKS
-53.5%
+386.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +0.5% |
| 7D | +0.9% | +12.5% | -11.6% | -5.0% |
| 30D | -23.3% | +10.5% | -33.8% | -27.2% |
| 3M | -42.6% | -7.4% | -35.2% | -41.0% |
| 6M | -33.6% | +32.7% | -66.3% | -45.9% |
| YTD | -52.4% | +19.2% | -71.6% | -59.5% |
| 1Y | -35.9% | +2.4% | -38.3% | -40.9% |
| 3Y | +642.2% | -25.6% | +667.8% | +655.1% |
| All | +333.0% | -53.5% | +386.5% | +578.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling