+18.9%
SWKS vs APD
+36.4%
-17.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.2% |
| 7D | -4.9% | +3.8% | -8.7% | -5.6% |
| 30D | -1.2% | +14.1% | -15.3% | -3.4% |
| 3M | +24.2% | +8.2% | +16.0% | +22.3% |
| 6M | +21.5% | +7.5% | +13.9% | +19.7% |
| YTD | +33.5% | +31.7% | +1.8% | +30.7% |
| 1Y | +18.9% | +35.1% | -16.2% | +17.2% |
| All | +18.9% | +36.4% | -17.4% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling