+3,138.1%
APH vs SSNC
+998.3%
+2,139.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.4% |
| 7D | -5.9% | -3.3% | -2.6% | -4.6% |
| 30D | -14.8% | -1.3% | -13.5% | -14.8% |
| 3M | -12.4% | -2.3% | -10.1% | -12.2% |
| 6M | +8.1% | +12.6% | -4.6% | +0.6% |
| YTD | +10.9% | -10.1% | +21.1% | +13.0% |
| 1Y | +8.8% | -6.6% | +15.3% | +8.9% |
| 3Y | +262.1% | +54.0% | +208.1% | +188.1% |
| 5Y | +283.1% | +7.0% | +276.2% | +254.1% |
| 10Y | +908.1% | +176.7% | +731.4% | +523.1% |
| All | +3,138.1% | +998.3% | +2,139.8% | +994.2% |
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