+25.9%
SWKS vs APD
+164.4%
-138.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.1% |
| 7D | +12.5% | -2.2% | +14.7% | +14.1% |
| 30D | +10.5% | +2.1% | +8.4% | +9.0% |
| 3M | -7.4% | +7.2% | -14.6% | -12.1% |
| 6M | +32.7% | +11.2% | +21.4% | +22.9% |
| YTD | +19.2% | +24.4% | -5.2% | +2.1% |
| 1Y | +2.4% | +6.7% | -4.3% | -4.1% |
| 3Y | -25.6% | +9.2% | -34.9% | -33.7% |
| 5Y | -53.4% | +27.4% | -80.8% | -63.6% |
| All | +25.9% | +164.4% | -138.5% | -44.3% |
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