+244.7%
APLD vs SWKS
-21.5%
+266.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.1% |
| 7D | +3.1% | -2.7% | +5.8% | +5.0% |
| 30D | -29.4% | +8.5% | -37.9% | -32.0% |
| 3M | -42.8% | +17.3% | -60.1% | -48.6% |
| 6M | -59.5% | +25.1% | -84.6% | -65.5% |
| YTD | -31.8% | +33.3% | -65.2% | -45.7% |
| 1Y | -46.0% | +22.9% | -68.9% | -54.7% |
| 3Y | +252.0% | +5.5% | +246.5% | +184.2% |
| All | +244.7% | -21.5% | +266.2% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling