+887.9%
APP vs SSNC
+58.0%
+829.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.8% |
| 7D | +4.6% | +2.3% | +2.3% | +3.0% |
| 30D | +56.0% | -3.1% | +59.1% | +58.0% |
| 3M | +30.8% | -2.7% | +33.6% | +31.8% |
| 6M | -9.8% | +23.7% | -33.5% | -26.4% |
| YTD | -39.3% | -8.0% | -31.3% | -35.9% |
| 1Y | -26.4% | -4.7% | -21.7% | -24.8% |
| 3Y | +887.9% | +58.0% | +829.9% | +616.4% |
| All | +887.9% | +58.0% | +829.9% | +616.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling