+220.6%
APLD vs SWKS
-22.1%
+242.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.2% | +8.5% | +9.1% |
| 7D | -12.7% | -6.2% | -6.6% | -9.4% |
| 30D | -34.7% | -1.5% | -33.2% | -34.0% |
| 3M | -46.1% | +23.0% | -69.1% | -53.0% |
| 6M | -64.9% | +27.6% | -92.5% | -70.5% |
| YTD | -36.6% | +32.3% | -68.9% | -49.3% |
| 1Y | -50.0% | +20.1% | -70.1% | -57.4% |
| 3Y | +190.1% | +0.6% | +189.5% | +143.9% |
| All | +220.6% | -22.1% | +242.7% | +170.5% |
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