-29.8%
APTV vs SWK
+29.6%
-59.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.2% |
| 7D | -10.2% | +11.0% | -21.3% | -16.0% |
| 30D | -10.8% | +30.1% | -40.9% | -24.3% |
| 3M | -14.8% | +14.7% | -29.5% | -22.0% |
| 6M | -30.6% | +44.5% | -75.1% | -45.6% |
| YTD | -48.2% | +59.4% | -107.5% | -62.2% |
| 1Y | -52.0% | +77.5% | -129.5% | -67.3% |
| 3Y | -47.0% | +49.5% | -96.5% | -62.2% |
| 5Y | -77.5% | -24.9% | -52.6% | -75.6% |
| All | -29.8% | +29.6% | -59.4% | -42.2% |
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