+192.2%
APLD vs SWKS
-23.0%
+215.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.1% | -12.6% | -13.6% |
| 7D | -27.0% | -9.2% | -17.8% | -22.9% |
| 30D | -44.1% | -1.9% | -42.2% | -43.4% |
| 3M | -52.6% | +21.2% | -73.8% | -58.3% |
| 6M | -64.5% | +12.9% | -77.4% | -68.4% |
| YTD | -42.2% | +30.7% | -72.9% | -53.5% |
| 1Y | -57.2% | +14.1% | -71.3% | -62.5% |
| 3Y | +159.5% | -1.7% | +161.2% | +121.8% |
| All | +192.2% | -23.0% | +215.2% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling