+507.4%
SWKS vs APTV
+143.1%
+364.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.3% |
| 7D | -3.1% | -4.3% | +1.1% | -1.3% |
| 30D | +8.3% | -9.7% | +18.0% | +13.2% |
| 3M | +20.2% | -20.6% | +40.8% | +33.2% |
| 6M | +24.9% | -31.7% | +56.6% | +45.1% |
| YTD | +33.2% | -48.0% | +81.1% | +73.9% |
| 1Y | +23.6% | -52.1% | +75.6% | +68.2% |
| 3Y | +1.3% | -47.9% | +49.1% | +25.5% |
| 5Y | -40.6% | -76.9% | +36.3% | +8.1% |
| 10Y | +35.3% | -26.7% | +62.0% | +13.1% |
| All | +507.4% | +143.1% | +364.3% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling