Get historical returns

GET 
/api/v1/factor-returns/history

Returns a list of historical returns within a specified time range. The start and end dates are optional; if not provided, the endpoint defaults to the full history window available for all covered assets.

Request

Query Parameters

start_date string

Optional ISO8601 start timestamp for the query period (inclusive).

end_date string

Optional ISO8601 end timestamp for the query period (exclusive).

Responses

200

successful operation

application/json

Schema

Schema

serverTime date-time
error stringnullable

description of error in natural language, absent in case of successful operation

payload

object[]

nullable

The response data

Array [

time int64

Timestamp of the factor returns

liquidityFactorReturn double

sizeFactorReturn double

downsideBetaFactorReturn double

momentumFactorReturn double

growthFactorReturn double

valueFactorReturn double

]

Example (from schema)

{
  "serverTime": "2025-06-23T09:33:30.032Z",
  "error": "string",
  "payload": [
    {
      "time": 0,
      "liquidityFactorReturn": 0,
      "sizeFactorReturn": 0,
      "downsideBetaFactorReturn": 0,
      "momentumFactorReturn": 0,
      "growthFactorReturn": 0,
      "valueFactorReturn": 0
    }
  ]
}

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