Benchmarks

Returns the benchmarks in force on as_of that you can see, oldest first, in the standard v1 list envelope. An unknown query parameter is a 400.

Query parameters

as_ofISO 8601 date

The day to read at: a benchmark is listed when valid_from and valid_to cover it, with the components in force that day. Defaults to today.

include_expiredboolean

Also list ended and removed benchmarks, and deleted bindings. Defaults to false.

client_idstring

Only this client's benchmarks.

limitinteger

Page size. Defaults to 100, capped at 1 000.

cursorstring

Opaque cursor from the previous page's next_cursor. Omit for the first page.

Creates a benchmark. name and components are required. Returns 201 with the created benchmark. Takes ?dry_run=true and Idempotency-Key; the create is logged as a change.

The legacy platform's rules apply, and every rule the body breaks is named in one 400 problem: at least one component, the weights sum to 1 (within 0.0001), at most one fixed_rate component, and a name of at most 50 characters. Each weight must be above 0, each rate within ±10, and each asset_id an asset you have. An unknown body field is a 400.

Body parameters

namestring

Display name, at most 50 characters. Required.

componentsarray of object

Weighted legs, in the shape of the data model: kind (asset, fixed_rate, asset_and_fixed_rate or market_index), asset_id (asset legs), market_index_id (market_index legs), rate (rate legs) and weight. Decimals may be strings or numbers. A market_index leg names an index from market indices (one Aleta turned on for you, or your own) and is computed on the asset the index follows; asset_id may be left out. An index you don't have, or one that follows none of your assets, is named in the 400. Required, at least one.

client_idstring

The client the benchmark belongs to; needs write access to it (403 without it, 400 for a client you cannot read). Left out, the benchmark is firm-wide, which only a firm admin may create.

kindstring

Benchmark kind, one of the kinds in the data model. Defaults to custom.

currency_codestring

Fix the series currency, a three-letter code. Optional.

Fetch a single benchmark by id, with the components in force on as_of and the date it was read at. A removed or ended benchmark still answers. Returns a 404 problem when the id is no benchmark you can see. An unknown query parameter is a 400.

Query parameters

as_ofISO 8601 date

The day whose components to show. Defaults to today.

include_expiredboolean

Also show deleted bindings. Defaults to false.

Partially updates a benchmark and returns 200 with it, as read today. client_id, currency_code and valid_to can be cleared by passing null explicitly; components is replaced as a whole when present and passes the create rules. Takes ?dry_run=true and Idempotency-Key. An unknown body field is a 400.

Without effective_from, new components correct the benchmark: they hold for its whole history. With effective_from they change it from that day: the components before the day stay, the new ones hold from it, and the benchmark keeps both versions (read them with as_of). The stored returns are not recalculated: /returns keeps the figures already calculated for past days. Each update is logged as a change with reason.

The update needs write access to the benchmark's client, and to the new one when client_id moves it. A benchmark that is bound to nodes keeps its client (409 conflict), a removed benchmark cannot be changed (409 conflict), and a benchmark from the legacy platform answers 409 legacy_managed until your move to v1 is done. A day outside the benchmark's versions is a 422 effective_from_outside_versions; where your tenant has no dated components, effective_from is a 422 dated_versions_unavailable.

Body parameters

namestring

New display name, at most 50 characters.

kindstring

New benchmark kind.

client_idstring or null

New client, or null to make the benchmark firm-wide.

currency_codestring or null

New series currency, or null to clear it.

componentsarray of object

Full replacement set of legs, in the create shape.

effective_fromISO 8601 date

The day new components start to hold. Needs components.

valid_toISO 8601 date or null

The benchmark's last day (inclusive): how a benchmark in use is ended. null reopens it.

reasonstring

Why, for the change list.

Removes a benchmark: it gets removed_at, leaves the lists (shown with include_expired=true) and still answers by id, and its return series stays. Returns 204; a repeat on a removed benchmark is 204 too. Takes ?dry_run=true and Idempotency-Key, needs write access to the benchmark's client, and is logged as a change.

A benchmark that is still bound to a lens, tag or asset answers 409 in_use with next_action pointing to PATCH /v1/benchmarks/{id} with valid_to: end it instead. A lens's consolidation binding (market value or target allocation) names no benchmark, so it never blocks a delete. A benchmark from the legacy platform answers 409 legacy_managed until your move to v1 is done. 404 when the id is no benchmark you can see.

Returns the benchmark's daily return series over a date range in the standard v1 list envelope: one row per day, rebalancing method and currency, ordered by date. A benchmark bound with several rebalancing methods has a series for each. return_mtd and return_ytd compound return_day within the month and within the year; the year is the client's accounting year (calendar year when it has none). As in the legacy platform, the month restarts on a row dated the 1st and the year on a row dated the year's first day; a series without that row compounds on across the boundary. A benchmark without a series answers 200 with no rows; an id that is no benchmark you can see is a 404. A malformed date, from_date after to_date or an unknown query parameter is a 400.

The series is read from the analytics store, so a recalculation shows after a short delay.

Query parameters

from_dateISO 8601 date

Inclusive start of the range. Optional. from is accepted as an alias.

to_dateISO 8601 date

Inclusive end of the range. Defaults to as_of. to is accepted as an alias.

as_ofISO 8601 date

The day the read is made at, shown on the page. Defaults to today.

limitinteger

Page size. Defaults to 100, capped at 1 000.

cursorstring

Opaque cursor from the previous page's next_cursor. Omit for the first page.

Return fields

as_of_dateISO 8601 date

The date of the observation.

rebalancing_methodobject or null

The series' rebalancing method (daily, monthly with day, yearly with month and day); null for the benchmark's own series.

currency_codestring

Currency the return is expressed in.

return_daydecimal string

Daily return.

return_mtddecimal string

Month-to-date return, rounded to 10 decimals.

return_ytddecimal string

Return since the start of the accounting year, rounded to 10 decimals.