-43.0%
SWKS vs APD
+15.3%
-58.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.9% | -0.6% |
| 7D | -9.2% | -0.7% | -8.5% | -8.9% |
| 30D | -1.9% | +10.1% | -12.0% | -6.7% |
| 3M | +21.2% | +4.9% | +16.3% | +18.2% |
| 6M | +12.9% | +2.5% | +10.4% | +10.9% |
| YTD | +30.7% | +27.8% | +3.0% | +13.7% |
| 1Y | +14.1% | +32.9% | -18.7% | -4.0% |
| 3Y | -1.7% | +13.4% | -15.1% | -10.5% |
| 5Y | -43.0% | +12.8% | -55.8% | -53.8% |
| All | -43.0% | +15.3% | -58.3% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling