+520.8%
APP vs SSNC
+17.4%
+503.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +1.6% |
| 7D | +48.9% | -0.2% | +49.1% | +48.5% |
| 30D | +49.4% | -1.9% | +51.3% | +50.1% |
| 3M | +27.0% | -0.2% | +27.2% | +24.9% |
| 6M | -15.4% | +19.4% | -34.8% | -32.1% |
| YTD | -39.9% | -8.1% | -31.8% | -36.9% |
| 1Y | -32.0% | -5.3% | -26.7% | -30.8% |
| 3Y | +824.3% | +56.9% | +767.4% | +431.3% |
| 5Y | +252.4% | +8.0% | +244.4% | +192.5% |
| All | +520.8% | +17.4% | +503.4% | +395.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling