+3,488.0%
APH vs SSNC
+1,082.2%
+2,405.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.4% |
| 7D | +5.0% | +0.6% | +4.3% | +4.7% |
| 30D | -3.9% | +6.0% | -9.9% | -6.4% |
| 3M | +13.0% | +21.0% | -8.0% | +2.8% |
| 6M | +25.2% | +12.1% | +13.1% | +17.4% |
| YTD | +22.9% | -3.2% | +26.2% | +22.1% |
| 1Y | +47.8% | -4.4% | +52.2% | +47.1% |
| 3Y | +283.0% | +51.6% | +231.4% | +209.1% |
| 5Y | +349.7% | +21.1% | +328.6% | +296.8% |
| 10Y | +1,061.2% | +177.7% | +883.5% | +617.4% |
| All | +3,488.0% | +1,082.2% | +2,405.8% | +1,082.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling