+27.6%
SWKS vs APTV
-15.9%
+43.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.5% | +2.2% |
| 7D | +12.5% | +4.8% | +7.7% | +10.1% |
| 30D | +10.5% | +2.0% | +8.5% | +9.3% |
| 3M | -7.4% | -34.2% | +26.8% | +10.3% |
| 6M | +32.7% | -34.7% | +67.3% | +55.4% |
| YTD | +19.2% | -37.0% | +56.1% | +41.0% |
| 1Y | +2.4% | -40.4% | +42.8% | +24.3% |
| 3Y | -25.6% | -54.1% | +28.5% | -2.7% |
| 5Y | -53.4% | -68.0% | +14.6% | -30.3% |
| All | +27.6% | -15.9% | +43.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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