+443.7%
APLD vs SSNC
+25.9%
+417.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.8% |
| 7D | +4.1% | +0.6% | +3.4% | +3.5% |
| 30D | -11.7% | +6.0% | -17.8% | -16.6% |
| 3M | -40.3% | +21.0% | -61.2% | -51.9% |
| 6M | -8.0% | +12.1% | -20.0% | -20.5% |
| YTD | +7.5% | -3.2% | +10.8% | +7.4% |
| 1Y | +84.0% | -4.4% | +88.4% | +83.7% |
| 3Y | +356.2% | +51.6% | +304.6% | +121.6% |
| All | +443.7% | +25.9% | +417.8% | +259.2% |
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