+515.0%
ABT vs SSNC
+1,082.2%
-567.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | +2.5% | +6.0% | -3.6% | +0.6% |
| 3M | +20.2% | +21.0% | -0.8% | +13.2% |
| 6M | -2.9% | +12.1% | -15.0% | -6.6% |
| YTD | -11.9% | -3.2% | -8.7% | -11.8% |
| 1Y | -16.5% | -4.4% | -12.2% | -16.2% |
| 3Y | +12.1% | +51.6% | -39.5% | -3.3% |
| 5Y | -7.4% | +21.1% | -28.5% | -15.4% |
| 10Y | +210.7% | +177.7% | +33.0% | +120.0% |
| All | +515.0% | +1,082.2% | -567.2% | +225.8% |
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