+169.1%
APD vs SSNC
+162.7%
+6.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | -4.6% | -3.9% | -0.7% | -3.3% |
| 30D | -4.2% | -0.2% | -4.0% | -4.2% |
| 3M | +5.0% | +15.9% | -10.9% | -0.9% |
| 6M | +8.9% | +7.5% | +1.5% | +5.2% |
| YTD | +21.9% | -8.2% | +30.1% | +24.1% |
| 1Y | +5.6% | -9.3% | +14.9% | +7.9% |
| 3Y | +6.9% | +48.5% | -41.6% | -10.1% |
| 5Y | +25.3% | +16.0% | +9.3% | +13.8% |
| 10Y | +169.1% | +169.2% | -0.1% | +96.1% |
| All | +169.1% | +162.7% | +6.4% | +96.1% |
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