+378.5%
APP vs SSNC
+18.9%
+359.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.2% | +0.9% |
| 7D | +0.1% | -1.8% | +1.9% | +1.6% |
| 30D | -10.0% | +1.9% | -11.9% | -11.9% |
| 3M | -44.6% | +18.4% | -63.0% | -54.2% |
| 6M | -37.9% | +7.0% | -44.8% | -43.1% |
| YTD | -53.7% | -6.9% | -46.8% | -51.2% |
| 1Y | -43.0% | -8.2% | -34.8% | -39.3% |
| 3Y | +640.8% | +50.5% | +590.2% | +355.0% |
| 5Y | +358.8% | +17.4% | +341.4% | +270.3% |
| All | +378.5% | +18.9% | +359.7% | +283.0% |
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