+242.5%
APLD vs SWKS
-21.4%
+263.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -5.2% |
| 7D | -18.5% | -4.9% | -13.6% | -16.2% |
| 30D | -32.8% | -1.2% | -31.6% | -32.3% |
| 3M | -46.9% | +24.2% | -71.0% | -54.0% |
| 6M | -53.4% | +21.5% | -74.9% | -60.2% |
| YTD | -32.3% | +33.5% | -65.7% | -46.2% |
| 1Y | -46.5% | +18.9% | -65.4% | -54.2% |
| 3Y | +204.2% | +0.4% | +203.8% | +156.7% |
| All | +242.5% | -21.4% | +263.9% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling