+192.2%
APLD vs SWK
-1.9%
+194.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.6% | -12.1% | -13.3% |
| 7D | -27.0% | +11.3% | -38.3% | -31.9% |
| 30D | -44.1% | +28.1% | -72.2% | -52.1% |
| 3M | -52.6% | +12.6% | -65.2% | -56.3% |
| 6M | -64.5% | +51.7% | -116.2% | -72.6% |
| YTD | -42.2% | +60.0% | -102.2% | -57.0% |
| 1Y | -57.2% | +72.7% | -129.9% | -69.5% |
| 3Y | +159.5% | +46.3% | +113.2% | +89.7% |
| All | +192.2% | -1.9% | +194.1% | +129.1% |
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