+519.8%
ABT vs SSNC
+1,023.6%
-503.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.3% | +2.3% | -3.6% | -2.0% |
| 30D | +6.0% | -3.1% | +9.1% | +6.8% |
| 3M | -1.9% | -2.7% | +0.9% | -1.3% |
| 6M | +31.2% | +23.7% | +7.5% | +22.5% |
| YTD | -11.2% | -8.0% | -3.2% | -9.9% |
| 1Y | -14.0% | -4.7% | -9.3% | -13.6% |
| 3Y | +20.7% | +58.0% | -37.3% | +2.6% |
| 5Y | -6.7% | +8.0% | -14.6% | -12.0% |
| 10Y | +226.3% | +183.8% | +42.5% | +130.3% |
| All | +519.8% | +1,023.6% | -503.7% | +232.8% |
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 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