+164.4%
APLD vs SWKS
-1.9%
+166.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.1% | -12.6% | -13.9% |
| 7D | -27.0% | -9.2% | -17.8% | -23.9% |
| 30D | -44.1% | -1.9% | -42.2% | -43.5% |
| 3M | -52.6% | +21.2% | -73.8% | -56.8% |
| 6M | -64.5% | +12.9% | -77.4% | -67.3% |
| YTD | -42.2% | +30.7% | -72.9% | -50.6% |
| 1Y | -57.2% | +14.1% | -71.3% | -61.0% |
| All | +164.4% | -1.9% | +166.2% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling