-68.8%
APTV vs SSNC
+14.9%
-83.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.0% |
| 7D | -1.8% | -6.7% | +4.9% | +2.9% |
| 30D | -7.9% | -0.8% | -7.1% | -7.5% |
| 3M | -29.9% | +16.1% | -46.0% | -37.8% |
| 6M | -36.6% | +7.9% | -44.5% | -41.0% |
| YTD | -40.0% | -8.7% | -31.2% | -36.9% |
| 1Y | -44.0% | -9.5% | -34.5% | -41.0% |
| 3Y | -54.5% | +47.7% | -102.2% | -69.6% |
| 5Y | -68.8% | +17.6% | -86.4% | -74.0% |
| All | -68.8% | +14.9% | -83.7% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling