+1,231.6%
ACGL vs SSNC
+998.3%
+233.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | +0.9% | -3.3% | +4.2% | +2.0% |
| 30D | +13.7% | -1.3% | +15.0% | +14.1% |
| 3M | +8.0% | -2.3% | +10.4% | +8.7% |
| 6M | +13.3% | +12.6% | +0.6% | +8.4% |
| YTD | +11.8% | -10.1% | +21.9% | +14.6% |
| 1Y | +22.2% | -6.6% | +28.8% | +23.6% |
| 3Y | +32.5% | +54.0% | -21.5% | +12.5% |
| 5Y | +160.2% | +7.0% | +153.2% | +146.0% |
| 10Y | +338.5% | +176.7% | +161.8% | +217.5% |
| All | +1,231.6% | +998.3% | +233.4% | +571.8% |
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