+179.9%
APTV vs SSNC
+1,027.8%
-847.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.8% | -2.4% |
| 7D | +2.0% | -1.8% | +3.7% | +3.1% |
| 30D | -7.7% | +1.9% | -9.6% | -8.8% |
| 3M | -34.0% | +18.4% | -52.4% | -41.2% |
| 6M | -37.1% | +7.0% | -44.1% | -40.7% |
| YTD | -39.9% | -6.9% | -33.0% | -38.8% |
| 1Y | -44.4% | -8.2% | -36.3% | -43.2% |
| 3Y | -54.5% | +50.5% | -105.0% | -65.9% |
| 5Y | -69.1% | +17.4% | -86.5% | -73.0% |
| 10Y | -20.0% | +164.9% | -184.9% | -51.6% |
| All | +179.9% | +1,027.8% | -847.9% | -1.0% |
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 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