+19.1%
AA vs SSNC
+18.8%
+0.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.4% | +6.0% |
| 7D | +1.7% | -1.8% | +3.4% | +2.6% |
| 30D | +3.3% | +1.9% | +1.4% | +1.6% |
| 3M | -29.4% | +18.4% | -47.8% | -38.3% |
| 6M | -12.8% | +7.0% | -19.8% | -18.7% |
| YTD | -2.1% | -6.9% | +4.8% | +0.7% |
| 1Y | +62.8% | -8.2% | +70.9% | +68.8% |
| 3Y | +90.5% | +50.5% | +39.9% | +26.2% |
| 5Y | +19.1% | +17.4% | +1.7% | -12.6% |
| All | +19.1% | +18.8% | +0.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling