+5.6%
APD vs SSNC
-9.3%
+14.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -4.6% | -3.9% | -0.7% | -4.5% |
| 30D | -4.2% | -0.2% | -4.0% | -4.1% |
| 3M | +5.0% | +15.9% | -10.9% | +4.6% |
| 6M | +8.9% | +7.5% | +1.5% | +8.8% |
| YTD | +21.9% | -8.2% | +30.1% | +26.3% |
| 1Y | +5.6% | -9.3% | +14.9% | +15.8% |
| All | +5.6% | -9.3% | +14.8% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling