-26.7%
APTV vs SWK
+26.9%
-53.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | 0.0% |
| 7D | -4.3% | +11.3% | -15.6% | -10.6% |
| 30D | -9.7% | +31.5% | -41.1% | -23.9% |
| 3M | -20.6% | +14.4% | -35.0% | -27.3% |
| 6M | -31.7% | +46.4% | -78.1% | -46.9% |
| YTD | -48.0% | +61.6% | -109.6% | -62.5% |
| 1Y | -52.1% | +78.7% | -130.8% | -67.6% |
| 3Y | -47.9% | +54.4% | -102.3% | -63.6% |
| 5Y | -76.9% | -25.3% | -51.6% | -74.9% |
| 10Y | -26.7% | +22.4% | -49.1% | -41.9% |
| All | -26.7% | +26.9% | -53.6% | -41.9% |
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