+7.8%
APD vs SSNC
+51.8%
-44.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.2% |
| 7D | -2.5% | -1.8% | -0.7% | -2.1% |
| 30D | -1.9% | +1.9% | -3.8% | -2.4% |
| 3M | +8.2% | +18.4% | -10.2% | +3.2% |
| 6M | +10.7% | +7.0% | +3.8% | +8.8% |
| YTD | +22.9% | -6.9% | +29.9% | +27.2% |
| 1Y | +5.8% | -8.2% | +14.0% | +10.2% |
| 3Y | +7.8% | +50.5% | -42.8% | -7.9% |
| All | +7.8% | +51.8% | -44.0% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling