+391.7%
APP vs SSNC
+23.6%
+368.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +3.3% |
| 7D | +0.9% | +0.6% | +0.2% | +0.2% |
| 30D | -23.3% | +6.0% | -29.3% | -27.8% |
| 3M | -42.6% | +21.0% | -63.6% | -53.5% |
| 6M | -33.6% | +12.1% | -45.7% | -41.9% |
| YTD | -52.4% | -3.2% | -49.2% | -51.7% |
| 1Y | -35.9% | -4.4% | -31.5% | -34.3% |
| 3Y | +642.2% | +51.6% | +590.6% | +355.8% |
| 5Y | +311.1% | +21.1% | +290.0% | +220.1% |
| All | +391.7% | +23.6% | +368.0% | +279.4% |
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 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