+137.2%
APTV vs SSNC
+1,014.5%
-877.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | -1.7% | +2.3% | -4.1% | -3.1% |
| 30D | -11.6% | -3.1% | -8.5% | -10.2% |
| 3M | -21.2% | -2.7% | -18.4% | -20.2% |
| 6M | -28.5% | +23.7% | -52.2% | -38.4% |
| YTD | -49.1% | -8.0% | -41.0% | -48.0% |
| 1Y | -52.2% | -4.7% | -47.5% | -52.3% |
| 3Y | -48.6% | +58.0% | -106.6% | -62.7% |
| 5Y | -77.3% | +8.0% | -85.2% | -79.2% |
| 10Y | -26.9% | +183.8% | -210.7% | -56.9% |
| All | +137.2% | +1,014.5% | -877.3% | -15.8% |
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