+528.8%
APP vs SSNC
+15.1%
+513.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.6% |
| 7D | +79.2% | -4.5% | +83.6% | +85.6% |
| 30D | +48.0% | -3.9% | +51.9% | +51.4% |
| 3M | +18.2% | -1.3% | +19.6% | +17.5% |
| 6M | -12.5% | +14.1% | -26.6% | -26.6% |
| YTD | -39.2% | -9.9% | -29.3% | -34.9% |
| 1Y | -33.9% | -6.2% | -27.7% | -32.2% |
| 3Y | +933.3% | +56.1% | +877.2% | +495.6% |
| 5Y | +295.9% | +5.4% | +290.5% | +234.8% |
| All | +528.8% | +15.1% | +513.7% | +411.1% |
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