+220.6%
APLD vs SWK
-2.3%
+222.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.1% | +9.9% |
| 7D | -12.7% | +11.0% | -23.7% | -18.6% |
| 30D | -34.7% | +30.1% | -64.7% | -44.6% |
| 3M | -46.1% | +14.7% | -60.8% | -50.9% |
| 6M | -64.9% | +44.5% | -109.4% | -72.2% |
| YTD | -36.6% | +59.4% | -96.0% | -52.7% |
| 1Y | -50.0% | +77.5% | -127.5% | -65.0% |
| 3Y | +190.1% | +49.5% | +140.7% | +108.4% |
| All | +220.6% | -2.3% | +222.9% | +151.9% |
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 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