+32.4%
SWKS vs APD
+192.6%
-160.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | -0.5% |
| 7D | -2.7% | -1.6% | -1.2% | -1.9% |
| 30D | +8.5% | +10.6% | -2.1% | +1.8% |
| 3M | +17.3% | +2.5% | +14.8% | +15.2% |
| 6M | +25.1% | +6.0% | +19.2% | +19.6% |
| YTD | +33.3% | +28.4% | +4.9% | +11.9% |
| 1Y | +22.9% | +22.2% | +0.8% | +5.9% |
| 3Y | +5.5% | +26.6% | -21.0% | -14.2% |
| 5Y | -41.9% | +11.8% | -53.7% | -49.8% |
| 10Y | +32.4% | +187.8% | -155.3% | -43.8% |
| All | +32.4% | +192.6% | -160.1% | -43.8% |
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