-4.1%
APA vs SSNC
+169.0%
-173.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +0.8% | -6.7% | +7.5% | +5.3% |
| 30D | +9.6% | -0.8% | +10.4% | +9.8% |
| 3M | +18.0% | +16.1% | +2.0% | +5.2% |
| 6M | +41.9% | +7.9% | +33.9% | +31.0% |
| YTD | +86.3% | -8.7% | +95.0% | +91.1% |
| 1Y | +97.9% | -9.5% | +107.4% | +102.7% |
| 3Y | +12.8% | +47.7% | -34.9% | -20.3% |
| 5Y | +177.2% | +17.6% | +159.6% | +127.3% |
| All | -4.1% | +169.0% | -173.1% | -42.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling