+597.7%
APD vs SSNC
+1,022.7%
-425.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.7% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +11.0% | -1.9% | +12.9% | +11.6% |
| 3M | +2.6% | -0.2% | +2.7% | +2.3% |
| 6M | +4.8% | +19.4% | -14.6% | -2.0% |
| YTD | +31.0% | -8.1% | +39.1% | +32.6% |
| 1Y | +23.4% | -5.3% | +28.7% | +23.6% |
| 3Y | +28.4% | +56.9% | -28.6% | +7.3% |
| 5Y | +15.2% | +8.0% | +7.2% | +7.9% |
| 10Y | +190.7% | +183.6% | +7.1% | +93.7% |
| All | +597.7% | +1,022.7% | -425.0% | +179.3% |
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