+65.7%
AA vs SSNC
+1,082.2%
-1,016.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.4% |
| 7D | -0.7% | +0.6% | -1.3% | -1.1% |
| 30D | +5.0% | +6.0% | -1.1% | +1.2% |
| 3M | -35.8% | +21.0% | -56.8% | -43.6% |
| 6M | -18.4% | +12.1% | -30.5% | -25.7% |
| YTD | -5.5% | -3.2% | -2.2% | -7.0% |
| 1Y | +61.0% | -4.4% | +65.3% | +59.1% |
| 3Y | +66.2% | +51.6% | +14.6% | +25.1% |
| 5Y | +11.4% | +21.1% | -9.7% | -4.6% |
| 10Y | +116.9% | +177.7% | -60.8% | +23.1% |
| All | +65.7% | +1,082.2% | -1,016.5% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling