-50.0%
APLD vs SWK
+71.2%
-121.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.1% | +9.9% |
| 7D | -12.7% | +11.0% | -23.7% | -17.6% |
| 30D | -34.7% | +30.1% | -64.7% | -44.5% |
| 3M | -46.1% | +14.7% | -60.8% | -50.4% |
| 6M | -64.9% | +44.5% | -109.4% | -72.5% |
| YTD | -36.6% | +59.4% | -96.0% | -54.9% |
| 1Y | -50.0% | +77.5% | -127.5% | -64.9% |
| All | -50.0% | +71.2% | -121.1% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling