-44.0%
ACHR vs SSNC
+20.0%
-64.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +0.9% |
| 7D | -2.3% | -4.0% | +1.8% | +1.1% |
| 30D | -11.3% | +0.5% | -11.8% | -11.6% |
| 3M | +5.3% | +18.9% | -13.6% | -11.5% |
| 6M | -13.2% | +10.8% | -24.1% | -22.5% |
| YTD | -25.8% | -7.1% | -18.7% | -22.2% |
| 1Y | -34.3% | -9.6% | -24.7% | -29.4% |
| 3Y | -19.9% | +51.1% | -71.0% | -45.9% |
| 5Y | -42.7% | +19.7% | -62.3% | -54.7% |
| All | -44.0% | +20.0% | -64.0% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling