-42.7%
ACHR vs SSNC
+25.0%
-67.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | +0.1% |
| 7D | -0.7% | +0.6% | -1.3% | -1.2% |
| 30D | +9.8% | +6.0% | +3.8% | +4.6% |
| 3M | -10.5% | +21.0% | -31.5% | -25.9% |
| 6M | -15.5% | +12.1% | -27.6% | -25.1% |
| YTD | -24.1% | -3.2% | -20.8% | -23.1% |
| 1Y | -32.4% | -4.4% | -28.1% | -30.9% |
| 3Y | -11.6% | +51.6% | -63.2% | -40.5% |
| 5Y | -42.9% | +21.1% | -64.0% | -55.9% |
| All | -42.7% | +25.0% | -67.7% | -58.7% |
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