+316.8%
APP vs SWKS
-49.5%
+366.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.9% | +13.6% | +12.0% |
| 7D | +4.5% | -4.9% | +9.5% | +6.9% |
| 30D | -3.6% | -1.2% | -2.4% | -3.4% |
| 3M | -35.3% | +24.2% | -59.4% | -43.2% |
| 6M | -42.8% | +21.5% | -64.3% | -51.1% |
| YTD | -59.7% | +33.5% | -93.2% | -68.1% |
| 1Y | -55.4% | +18.9% | -74.3% | -62.2% |
| 3Y | +592.0% | +0.4% | +591.6% | +451.6% |
| 5Y | +175.7% | -44.3% | +220.0% | +234.2% |
| All | +316.8% | -49.5% | +366.3% | +402.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling