+220.6%
APLD vs SSNC
+16.9%
+203.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.8% | +10.5% | +10.4% |
| 7D | -12.7% | -3.3% | -9.4% | -10.1% |
| 30D | -34.7% | -1.3% | -33.4% | -34.6% |
| 3M | -46.1% | -2.3% | -43.8% | -46.2% |
| 6M | -64.9% | +12.6% | -77.5% | -70.7% |
| YTD | -36.6% | -10.1% | -26.5% | -33.5% |
| 1Y | -50.0% | -6.6% | -43.4% | -50.0% |
| 3Y | +190.1% | +54.0% | +136.1% | +27.2% |
| All | +220.6% | +16.9% | +203.7% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling