Performance
Data Model
Performance
Daily and accumulated performance metrics in the context of a given period.
accumulatedReturn(number): Total profit/loss since the beginning of the period.accumulatedTwr(number): Time-weighted return (TWR) since the beginning of the period.ccyCode(string): ISO 4217 code for the currency (CCY) in which the data is reported.dailyNetCashFlow(number): Net cash flow on the day.dailyReturn(number): Profit/loss on the day.dailyTwr(number): Time-weighted return (TWR) of the day.date(string): ISO 8601 representation of the day on which the data holds.
Relationships
reportingEntity(required)depository(optional)portfolio(optional)asset(optional)assetClass(optional)assetClassDetailed(optional)
Endpoints
GET /performance/reporting-entities/:id
Get performance metrics in the scope of a reporting entity in a given period.
The default behavior of the endpoint is to aggregate performance for the entire reporting entity, while more granular data can be retrieved by specifying an expand parameter.
Parameters
expand(query): Allows for expansion of the data from the total reporting entity level to lower levels. Possible values: "portfolios", "depositories", "assets", "assetClasses", "assetClassesDetailed". Multiple values can be passed as a comma separated list, e.g. "portfolios,assets".fromDate(query, required): ISO 8601 representation of the first day in the period.id(path, required): Identifier for the reporting entity.include(query, optional): Allows for inclusion of related data. Multiple values can be passed as a comma separated list. Possible values: "asset".toDate(query, required): ISO 8601 representation of the last day in the period.
Examples
Total Reporting Entity Performance
200 OK
# Request
GET /api/v2/performance/reporting-entities/649ad926fc1a10be9e2ea241
?fromDate=2024-06-03
&toDate=2024-06-04 HTTP/1.1
Accept: application/vnd.json+api
Authorization: Bearer <access token>
Host: platform.aleta.io
# Response
HTTP/1.1 200 OK
Content-Type: application/vnd.api+json
{
"data": [
{
"type": "performance",
"id": "c07hD3wE_S7mfh8Bzz6kYA",
"attributes": {
"date": "2024-06-03",
"ccyCode": "DKK",
"dailyNetCashFlow": 0,
"dailyReturn": 768476,
"dailyTwr": 0.0053,
"accumulatedReturn": 768476,
"accumulatedTwr": 0.0053
},
"relationships": {
"reportingEntity": {
"data": {
"type": "reporting-entity",
"id": "649ad926fc1a10be9e2ea241"
}
}
}
},
{
"type": "performance",
"id": "IrPiqdmtYnx_XSxUpenj9Q",
"attributes": {
"date": "2024-06-04",
"ccyCode": "DKK",
"dailyNetCashFlow": 0,
"dailyReturn": 843334,
"dailyTwr": 0.0045,
"accumulatedReturn": 843334,
"accumulatedTwr": 0.0045
},
"relationships": {
"reportingEntity": {
"data": {
"type": "reporting-entity",
"id": "649ad926fc1a10be9e2ea241"
}
}
}
}
]
}
Performance By Portfolios
Passing expand=portfolios to the endpoint results in per-portfolio performance data.
200 OK
# Request
GET /api/v2/performance/reporting-entities/649ad926fc1a10be9e2ea241
?fromDate=2024-06-03
&toDate=2024-06-03
&expand=portfolios HTTP/1.1
Accept: application/vnd.json+api
Authorization: Bearer <access token>
Host: platform.aleta.io
# Response
HTTP/1.1 200 OK
Content-Type: application/vnd.api+json
{
"data": [
{
"type": "performance",
"id": "c5kVZD1IbVrFYYx6nocYog",
"attributes": {
"date": "2024-06-03",
"ccyCode": "DKK",
"dailyNetCashFlow": 0,
"dailyReturn": 768476,
"dailyTwr": 0.0053,
"accumulatedReturn": 768476,
"accumulatedTwr": 0.0053
},
"relationships": {
"portfolio": {
"data": {
"type": "portfolio",
"id": "649ada0dfc1a10be9e2ea249"
}
},
"reportingEntity": {
"data": {
"type": "reporting-entity",
"id": "649ad926fc1a10be9e2ea241"
}
}
}
},
{
"type": "performance",
"id": "XUkROqQqgQIzaCxZhSeVOw",
"attributes": {
"date": "2024-06-03",
"ccyCode": "DKK",
"dailyNetCashFlow": 0,
"dailyReturn": 843334,
"dailyTwr": 0.0045,
"accumulatedReturn": 843334,
"accumulatedTwr": 0.0045
},
"relationships": {
"portfolio": {
"data": {
"type": "portfolio",
"id": "649aeec93f1ec4e3433b76f5"
}
},
"reportingEntity": {
"data": {
"type": "reporting-entity",
"id": "649ad926fc1a10be9e2ea241"
}
}
}
}
]
}
Performance By Assets
200 OK
# Request
GET /api/v2/performance/reporting-entities/649ad926fc1a10be9e2ea241
?fromDate=2024-06-03
&toDate=2024-06-03
&expand=assets HTTP/1.1
Accept: application/vnd.json+api
Authorization: Bearer <access token>
Host: platform.aleta.io
# Response
HTTP/1.1 200 OK
Content-Type: application/vnd.api+json
{
"data": [
{
"type": "performance",
"id": "XW9nG4mq3b7Rtsv46rqVFQ",
"attributes": {
"date": "2024-06-03",
"ccyCode": "DKK",
"dailyNetCashFlow": 0,
"dailyReturn": 768476,
"dailyTwr": 0.0053,
"accumulatedReturn": 768476,
"accumulatedTwr": 0.0053
},
"relationships": {
"asset": {
"data": {
"type": "asset",
"id": "649ada0dfc1a10be9e2ea249"
}
},
"reportingEntity": {
"data": {
"type": "reporting-entity",
"id": "649ad926fc1a10be9e2ea241"
}
}
}
},
{
"type": "performance",
"id": "r9yDCO7Ai1ZcrZkRvxLl9w",
"attributes": {
"date": "2024-06-03",
"ccyCode": "DKK",
"dailyNetCashFlow": 0,
"dailyReturn": 843334,
"dailyTwr": 0.0045,
"accumulatedReturn": 843334,
"accumulatedTwr": 0.0045
},
"relationships": {
"asset": {
"data": {
"type": "asset",
"id": "649aeec93f1ec4e3433b76f5"
}
},
"reportingEntity": {
"data": {
"type": "reporting-entity",
"id": "649ad926fc1a10be9e2ea241"
}
}
}
}
]
}
Performance By Portfolios and Assets
200 OK
# Request
GET /api/v2/performance/reporting-entities/649ad926fc1a10be9e2ea241
?fromDate=2024-10-01
&toDate=2024-10-01
&expand=assets,portfolios HTTP/1.1
Accept: application/vnd.json+api
Authorization: Bearer <access token>
Host: platform.aleta.io
# Response
HTTP/1.1 200 OK
Content-Type: application/vnd.api+json
{
"data": [
{
"type": "performance",
"id": "Mf9mfbvSpEEv8SdIjOMzWA",
"attributes": {
"accumulatedReturn": 17.81772541,
"accumulatedTwr": 2.534854906821593E-05,
"ccyCode": "DKK",
"dailyNetCashFLow": 0,
"dailyReturn": 17.81772541,
"dailyTwr": 2.534854906811493E-05,
"date": "2024-10-01"
},
"relationships": {
"asset": {
"data": {
"id": "0e496ca224b76c4d9bdbfc7b",
"type": "asset"
}
},
"reportingEntity": {
"data": {
"id": "649ad926fc1a10be9e2ea241",
"type": "reporting-entity"
}
},
"portfolio": {
"data": {
"id": "666ae70b272d21815633c903",
"type": "portfolio"
}
}
}
},
{
"type": "performance",
"id": "IvxUP77izxqkQVwhPUWQOg",
"attributes": {
"accumulatedReturn": 22.9085041,
"accumulatedTwr": 3.270091222695726E-05,
"ccyCode": "DKK",
"dailyNetCashFLow": 0,
"dailyReturn": 22.9085041,
"dailyTwr": 3.2700912226987384E-05,
"date": "2024-10-01"
},
"relationships": {
"asset": {
"data": {
"id": "0e496ca224b76c4d9bdbfc7b",
"type": "asset"
}
},
"reportingEntity": {
"data": {
"id": "649ad926fc1a10be9e2ea241",
"type": "reporting-entity"
}
},
"portfolio": {
"data": {
"id": "666ae70b272d21815633c904",
"type": "portfolio"
}
}
}
}
]
}
Performance By Asset Class and Detailed Asset Class
200 OK
# Request
GET /api/v2/performance/reporting-entities/649ad926fc1a10be9e2ea241
?fromDate=2024-10-01
&toDate=2024-10-01
&expand=assetClasses,assetClassesDetailed HTTP/1.1
Accept: application/vnd.json+api
Authorization: Bearer <access token>
Host: platform.aleta.io
# Response
HTTP/1.1 200 OK
Content-Type: application/vnd.api+json
{
"data": [
{
"type": "performance",
"id": "Mf9mfbvSpEEv8SdIjOMzWA",
"attributes": {
"accumulatedReturn": 17.81772541,
"accumulatedTwr": 2.534854906821593E-05,
"ccyCode": "DKK",
"dailyNetCashFLow": 0,
"dailyReturn": 17.81772541,
"dailyTwr": 2.534854906811493E-05,
"date": "2024-10-01"
},
"relationships": {
"assetClass": {
"data": {
"id": "0e496ca224b76c4d9bdbfc7b",
"type": "asset-class"
}
},
"assetClassDetailed": {
"data": {
"id": "666ae70b272d21815633c903",
"type": "asset-class-detailed"
}
},
"reportingEntity": {
"data": {
"id": "649ad926fc1a10be9e2ea241",
"type": "reporting-entity"
}
}
}
},
{
"type": "performance",
"id": "IvxUP77izxqkQVwhPUWQOg",
"attributes": {
"accumulatedReturn": 22.9085041,
"accumulatedTwr": 3.270091222695726E-05,
"ccyCode": "DKK",
"dailyNetCashFLow": 0,
"dailyReturn": 22.9085041,
"dailyTwr": 3.2700912226987384E-05,
"date": "2024-10-01"
},
"relationships": {
"assetClass": {
"data": {
"id": "0e496ca224b76c4d9bdbfc7b",
"type": "asset-class"
}
},
"assetClassDetailed": {
"data": {
"id": "666ae70b272d21815633c904",
"type": "asset-class-detailed"
}
},
"reportingEntity": {
"data": {
"id": "649ad926fc1a10be9e2ea241",
"type": "reporting-entity"
}
}
}
}
]
}