+443.7%
APLD vs SWK
-17.9%
+461.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | +4.1% | -0.4% | +4.5% | +4.4% |
| 30D | -11.7% | -5.7% | -6.0% | -8.7% |
| 3M | -40.3% | +24.1% | -64.3% | -47.7% |
| 6M | -8.0% | +24.7% | -32.7% | -19.7% |
| YTD | +7.5% | +33.9% | -26.4% | -10.3% |
| 1Y | +84.0% | +34.7% | +49.3% | +50.1% |
| 3Y | +356.2% | +15.3% | +341.0% | +292.5% |
| All | +443.7% | -17.9% | +461.6% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling