-25.1%
APTV vs SWK
+32.9%
-58.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | -0.5% |
| 7D | -9.8% | +10.7% | -20.4% | -15.4% |
| 30D | -8.9% | +33.3% | -42.2% | -23.9% |
| 3M | -19.5% | +14.7% | -34.1% | -26.3% |
| 6M | -31.1% | +48.5% | -79.6% | -46.9% |
| YTD | -47.5% | +63.9% | -111.4% | -62.4% |
| 1Y | -52.3% | +80.4% | -132.7% | -67.9% |
| 3Y | -45.2% | +58.1% | -103.3% | -62.3% |
| 5Y | -76.9% | -24.5% | -52.4% | -75.0% |
| 10Y | -25.1% | +29.5% | -54.6% | -41.4% |
| All | -25.1% | +32.9% | -58.0% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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