-15.7%
APTV vs SWK
+3.3%
-18.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.5% |
| 7D | +4.8% | -0.4% | +5.3% | +5.1% |
| 30D | +2.0% | -5.7% | +7.7% | +5.7% |
| 3M | -34.2% | +24.1% | -58.3% | -43.2% |
| 6M | -34.7% | +24.7% | -59.4% | -44.2% |
| YTD | -37.0% | +33.9% | -70.9% | -48.7% |
| 1Y | -40.4% | +34.7% | -75.1% | -52.0% |
| 3Y | -54.1% | +15.3% | -69.4% | -61.5% |
| 5Y | -68.0% | -39.3% | -28.7% | -60.5% |
| All | -15.7% | +3.3% | -18.9% | -25.3% |
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