-17.4%
AA vs SSNC
+7.5%
-24.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.9% |
| 7D | +0.5% | +2.3% | -1.8% | -0.9% |
| 30D | -0.6% | -3.1% | +2.5% | +0.7% |
| 3M | -19.7% | -2.7% | -16.9% | -19.1% |
| 6M | -41.6% | +23.7% | -65.3% | -51.4% |
| YTD | -24.6% | -8.0% | -16.6% | -22.4% |
| 1Y | +4.9% | -4.7% | +9.6% | +4.7% |
| 3Y | +66.8% | +58.0% | +8.8% | +3.2% |
| All | -17.4% | +7.5% | -24.9% | -36.6% |
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