+443.7%
APLD vs SWKS
-29.8%
+473.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | -0.2% |
| 7D | +4.1% | +12.5% | -8.4% | -2.7% |
| 30D | -11.7% | +10.5% | -22.2% | -16.7% |
| 3M | -40.3% | -7.4% | -32.9% | -37.7% |
| 6M | -8.0% | +32.7% | -40.6% | -24.1% |
| YTD | +7.5% | +19.2% | -11.6% | -7.3% |
| 1Y | +84.0% | +2.4% | +81.6% | +73.2% |
| 3Y | +356.2% | -25.6% | +381.8% | +393.1% |
| All | +443.7% | -29.8% | +473.6% | +394.9% |
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