+305.3%
APLD vs SSNC
+58.0%
+247.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -5.9% | -5.8% |
| 7D | +2.7% | +2.3% | +0.4% | +2.0% |
| 30D | -21.4% | -3.1% | -18.3% | -20.8% |
| 3M | -47.8% | -2.7% | -45.1% | -47.6% |
| 6M | -64.9% | +23.7% | -88.6% | -68.6% |
| YTD | -34.9% | -8.0% | -26.8% | -30.5% |
| 1Y | -30.7% | -4.7% | -26.0% | -28.1% |
| 3Y | +305.3% | +58.0% | +247.3% | +122.1% |
| All | +305.3% | +58.0% | +247.3% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling