-36.5%
SWKS vs APTV
-77.5%
+40.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +9.4% | -1.7% | +11.2% | +10.2% |
| 30D | +17.0% | -11.6% | +28.6% | +22.7% |
| 3M | +28.9% | -21.2% | +50.1% | +41.7% |
| 6M | +33.1% | -28.5% | +61.7% | +49.2% |
| YTD | +44.8% | -49.1% | +93.9% | +87.1% |
| 1Y | +36.2% | -52.2% | +88.4% | +81.5% |
| 3Y | +11.5% | -48.6% | +60.1% | +35.3% |
| All | -36.5% | -77.5% | +40.9% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling