+244.7%
APLD vs SSNC
+17.2%
+227.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.3% |
| 7D | +3.1% | -4.5% | +7.6% | +7.4% |
| 30D | -29.4% | -3.9% | -25.5% | -27.6% |
| 3M | -42.8% | -1.3% | -41.4% | -43.3% |
| 6M | -59.5% | +14.1% | -73.6% | -66.7% |
| YTD | -31.8% | -9.9% | -21.9% | -28.6% |
| 1Y | -46.0% | -6.2% | -39.8% | -46.3% |
| 3Y | +252.0% | +56.1% | +195.9% | +51.1% |
| All | +244.7% | +17.2% | +227.5% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling