+150.0%
APTV vs SWK
+160.4%
-10.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -4.0% |
| 7D | -8.1% | +11.3% | -19.3% | -14.0% |
| 30D | -8.7% | +28.1% | -36.7% | -21.7% |
| 3M | -13.1% | +12.6% | -25.7% | -19.5% |
| 6M | -25.5% | +51.7% | -77.2% | -43.1% |
| YTD | -46.3% | +60.0% | -106.3% | -60.8% |
| 1Y | -51.1% | +72.7% | -123.8% | -66.0% |
| 3Y | -47.3% | +46.3% | -93.6% | -61.6% |
| 5Y | -76.7% | -24.6% | -52.0% | -75.1% |
| 10Y | -24.4% | +32.2% | -56.6% | -44.7% |
| All | +150.0% | +160.4% | -10.4% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling