+562.6%
APD vs SSNC
+1,082.2%
-519.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.2% | +0.6% | -2.9% | -2.4% |
| 30D | +2.1% | +6.0% | -3.9% | +0.1% |
| 3M | +7.2% | +21.0% | -13.8% | +0.1% |
| 6M | +11.2% | +12.1% | -0.8% | +6.1% |
| YTD | +24.4% | -3.2% | +27.6% | +24.1% |
| 1Y | +6.7% | -4.4% | +11.0% | +6.8% |
| 3Y | +9.2% | +51.6% | -42.4% | -7.3% |
| 5Y | +27.4% | +21.1% | +6.3% | +15.1% |
| 10Y | +164.8% | +177.7% | -12.9% | +77.5% |
| All | +562.6% | +1,082.2% | -519.7% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling