+56.8%
ABNB vs SSNC
+58.0%
-1.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.0% |
| 7D | -1.7% | +2.3% | -4.0% | -3.0% |
| 30D | +11.8% | -3.1% | +14.9% | +13.5% |
| 3M | +0.9% | -2.7% | +3.6% | +2.2% |
| 6M | +40.5% | +23.7% | +16.8% | +21.8% |
| YTD | +37.6% | -8.0% | +45.7% | +43.9% |
| 1Y | +54.1% | -4.7% | +58.8% | +57.3% |
| 3Y | +56.8% | +58.0% | -1.2% | +1.8% |
| All | +56.8% | +58.0% | -1.2% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling