-3.5%
APA vs SSNC
+170.4%
-173.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.3% | +3.9% |
| 7D | +0.3% | -3.9% | +4.2% | +2.7% |
| 30D | +9.3% | -0.2% | +9.5% | +9.1% |
| 3M | +23.3% | +15.9% | +7.4% | +10.0% |
| 6M | +39.5% | +7.5% | +32.0% | +29.3% |
| YTD | +87.6% | -8.2% | +95.8% | +91.8% |
| 1Y | +114.2% | -9.3% | +123.6% | +119.3% |
| 3Y | +13.6% | +48.5% | -34.9% | -20.0% |
| 5Y | +175.6% | +16.0% | +159.6% | +128.6% |
| All | -3.5% | +170.4% | -173.9% | -42.1% |
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 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