-25.5%
APP vs SWKS
+18.8%
-44.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.1% | +33.1% | +31.2% |
| 7D | +39.7% | -9.2% | +48.9% | +41.2% |
| 30D | +27.7% | -1.9% | +29.6% | +27.7% |
| 3M | -14.8% | +21.2% | -36.0% | -18.0% |
| 6M | -25.5% | +12.9% | -38.4% | -28.0% |
| All | -25.5% | +18.8% | -44.3% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling