+1,117.7%
ACGL vs SSNC
+1,082.2%
+35.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.4% |
| 7D | -0.7% | +0.6% | -1.4% | -1.0% |
| 30D | -1.0% | +6.0% | -7.0% | -2.9% |
| 3M | +11.0% | +21.0% | -9.9% | +4.0% |
| 6M | -0.3% | +12.1% | -12.4% | -4.5% |
| YTD | +2.3% | -3.2% | +5.5% | +2.4% |
| 1Y | +6.4% | -4.4% | +10.7% | +6.8% |
| 3Y | +34.0% | +51.6% | -17.7% | +14.4% |
| 5Y | +161.6% | +21.1% | +140.6% | +137.7% |
| 10Y | +278.6% | +177.7% | +100.9% | +171.7% |
| All | +1,117.7% | +1,082.2% | +35.5% | +500.5% |
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