+373.4%
APLD vs SWKS
-25.5%
+398.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +0.2% |
| 7D | +4.1% | +12.5% | -8.4% | -1.3% |
| 30D | -11.7% | +10.5% | -22.2% | -15.7% |
| 3M | -40.3% | -7.4% | -32.9% | -38.4% |
| 6M | -8.0% | +32.7% | -40.6% | -20.8% |
| YTD | +7.5% | +19.2% | -11.6% | -4.0% |
| 1Y | +84.0% | +2.4% | +81.6% | +76.2% |
| All | +373.4% | -25.5% | +398.9% | +353.8% |
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 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