Portfolio Performance

Retrieves periodic portfolio performance for a portfolio.

Endpoint

Parameters

api_key string required
Your authentication key needed to make requests.

type string default: cumulative_return
The type of portfolio performance. Possible values are: "cumulative_return", "yearly_returns", "histogram", "drawdown", "rolling_beta" (requires benchmark), "rolling_volatility", "rolling_sharpe", "monthly_heatmap", "boxplot".

benchmark string
Benchmark for comparison. E.g. for the S&P 500 Total Return Index use ^SP500TR.

format string default: json
Defines return format of response. Options are json or csv. Default is json.

Example Request

curl -X GET "https://sensaai.com/data/v1/portfolio_performance/332?api_key=API_KEY"

import requests

url = "https://sensaai.com/data/v1/portfolio_performance/332/"
params = {
 "api_key": "API_KEY"  # Replace 'API_KEY' with your actual API key
}

response = requests.get(url, params=params)

if response.status_code == 200:
 data = response.json()
 print(data)
else:
 print(f"Request failed with status code {response.status_code}")

const https = require('https');

const url = "https://sensaai.com/data/v1/portfolio_performance/332/";
const params = {
api_key: "API_KEY", // Replace 'API_KEY' with your actual API key
};

const requestUrl = new URL(url);
requestUrl.search = new URLSearchParams(params);

https.get(requestUrl, (response) => {
let data = '';

response.on('data', (chunk) => {
  data += chunk;
});

response.on('end', () => {
  if (response.statusCode === 200) {
    console.log(data);
  } else {
    console.error(`Request failed with status code ${response.statusCode}`);
  }
});
});

Response

Returns a list of portfolio performance if a valid portfolio ID was provided. Returns an error otherwise.

[
  {
    "name": "Portfolio",
    "data": [
      {
        "date": "2012-01-03",
        "return": 0.0
      },
      {
        "date": "2012-01-04",
        "return": -0.0014476100000000436
      },
      {
        "date": "2012-01-05",
        "return": 0.004743490000000072
      },
      {
        "date": "2012-01-06",
        "return": 0.005322650000000095
      },
      {
        "date": "2012-01-09",
        "return": 0.007556160000000034
      },
    ...more dates
    ]
  }
]