OutputPerformanceTrailingReturns
objectAnnualized trailing returns for the portfolio and benchmark, looking backward from the analysis end date.
AsOfDatestring(date-time)
End date of analysis.
Portfolioobject
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Benchmarkobject
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Example
OutputPerformanceTrailingReturnsItem
objectTimePeriodarray[object]
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Example
OutputPortfolioBenchmark
objectPortfolio benchmark data.
Typestring
Benchmark type.
Allowed values:StandardAutoAssetAutoCategoryCustom
Holdingsarray[object]
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Example
OutputPortfolioBenchmarkHolding
objectSecurityIdstring
Unique identifier of a security.
Weightnumber(double)
Percentage of portfolio assets allocated to this holding.
Example
OutputPriceRatios
objectPrice ratio data for the portfolio and benchmark.
AsOfDatestring(date-time)
End date of analysis.
Portfolioobject
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Benchmarkobject
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SecurityBreakdownarray[object]
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Example