+10.0%
APD vs SSNC
+6.8%
+3.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -3.7% | -3.3% | -0.3% | -2.6% |
| 30D | +9.6% | -1.3% | +10.9% | +9.8% |
| 3M | +1.6% | -2.3% | +4.0% | +2.1% |
| 6M | +2.2% | +12.6% | -10.5% | -2.9% |
| YTD | +25.9% | -10.1% | +36.0% | +30.0% |
| 1Y | +20.1% | -6.6% | +26.7% | +22.0% |
| 3Y | +12.4% | +54.0% | -41.6% | -10.0% |
| All | +10.0% | +6.8% | +3.1% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling