-18.4%
APTV vs SSNC
+173.6%
-192.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.5% |
| 7D | -5.0% | -4.0% | -1.0% | -2.2% |
| 30D | -6.1% | +0.5% | -6.6% | -6.5% |
| 3M | -33.0% | +18.9% | -51.9% | -41.7% |
| 6M | -35.2% | +10.8% | -46.1% | -41.2% |
| YTD | -40.1% | -7.1% | -33.0% | -38.8% |
| 1Y | -45.6% | -9.6% | -36.0% | -43.5% |
| 3Y | -54.4% | +51.1% | -105.4% | -68.2% |
| 5Y | -68.9% | +19.7% | -88.6% | -74.2% |
| All | -18.4% | +173.6% | -192.0% | -52.5% |
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