-64.5%
APLD vs SWK
+55.2%
-119.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.6% | -12.1% | -14.0% |
| 7D | -27.0% | +11.3% | -38.3% | -29.2% |
| 30D | -44.1% | +28.1% | -72.2% | -50.1% |
| 3M | -52.6% | +12.6% | -65.2% | -54.5% |
| 6M | -64.5% | +51.7% | -116.2% | -73.0% |
| All | -64.5% | +55.2% | -119.6% | -73.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling