+499.0%
ABT vs SSNC
+1,037.0%
-538.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.4% |
| 7D | -3.1% | -1.8% | -1.3% | -2.6% |
| 30D | -2.1% | +1.9% | -4.0% | -2.7% |
| 3M | +17.4% | +18.4% | -1.0% | +11.3% |
| 6M | -2.4% | +7.0% | -9.4% | -4.7% |
| YTD | -14.2% | -6.9% | -7.3% | -13.0% |
| 1Y | -18.3% | -8.2% | -10.2% | -17.0% |
| 3Y | +11.5% | +50.5% | -39.0% | -3.6% |
| 5Y | -9.9% | +17.4% | -27.3% | -16.9% |
| 10Y | +204.4% | +164.9% | +39.4% | +118.5% |
| All | +499.0% | +1,037.0% | -538.0% | +221.2% |
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 · 6 months rolling