-67.5%
AAOX vs SSNC
+13.5%
-80.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.4% | -4.8% | -10.5% |
| 7D | +8.3% | -3.9% | +12.2% | -3.2% |
| 30D | -41.8% | -0.2% | -41.7% | -39.1% |
| 3M | -73.3% | +15.9% | -89.2% | -47.2% |
| All | -67.5% | +13.5% | -80.9% | -26.2% |
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 · Available span rolling