+197.1%
ABT vs SSNC
+173.6%
+23.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.0% |
| 7D | -5.9% | -4.0% | -1.8% | -4.5% |
| 30D | -8.1% | +0.5% | -8.6% | -8.3% |
| 3M | +14.5% | +18.9% | -4.4% | +7.4% |
| 6M | -6.3% | +10.8% | -17.1% | -10.0% |
| YTD | -17.1% | -7.1% | -10.0% | -15.7% |
| 1Y | -21.4% | -9.6% | -11.8% | -19.4% |
| 3Y | +5.9% | +51.1% | -45.1% | -11.3% |
| 5Y | -12.8% | +19.7% | -32.4% | -21.5% |
| All | +197.1% | +173.6% | +23.6% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling