-55.4%
APTV vs SSNC
+47.5%
-102.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.0% |
| 7D | -1.2% | -3.9% | +2.7% | +0.7% |
| 30D | -10.6% | -0.2% | -10.5% | -10.6% |
| 3M | -35.0% | +15.9% | -50.9% | -39.9% |
| 6M | -38.9% | +7.5% | -46.4% | -41.2% |
| YTD | -41.5% | -8.2% | -33.3% | -38.3% |
| 1Y | -45.8% | -9.3% | -36.5% | -42.5% |
| All | -55.4% | +47.5% | -102.9% | -62.9% |
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