+47.0%
SWKS vs APD
+190.7%
-143.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.9% | +5.0% | +5.4% |
| 7D | +5.7% | -1.2% | +6.8% | +6.4% |
| 30D | +17.3% | +11.0% | +6.3% | +9.8% |
| 3M | +28.3% | +2.6% | +25.7% | +26.1% |
| 6M | +26.1% | +4.8% | +21.2% | +21.3% |
| YTD | +41.1% | +31.0% | +10.1% | +17.0% |
| 1Y | +31.4% | +23.4% | +8.0% | +12.6% |
| 3Y | +7.3% | +28.4% | -21.1% | -13.5% |
| 5Y | -37.7% | +15.2% | -52.9% | -47.2% |
| All | +47.0% | +190.7% | -143.7% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling