+183.2%
APD vs SSNC
+174.0%
+9.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | -0.2% | -2.5% | +2.3% | +0.7% |
| 30D | +11.0% | -2.7% | +13.7% | +11.9% |
| 3M | +1.3% | -0.8% | +2.2% | +1.3% |
| 6M | +6.4% | +15.5% | -9.2% | +0.1% |
| YTD | +28.9% | -8.8% | +37.7% | +31.2% |
| 1Y | +23.2% | -5.8% | +29.0% | +23.9% |
| 3Y | +26.3% | +55.7% | -29.4% | +4.0% |
| 5Y | +12.0% | +6.7% | +5.4% | +4.5% |
| 10Y | +183.2% | +184.0% | -0.9% | +107.7% |
| All | +183.2% | +174.0% | +9.2% | +107.7% |
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