+171.1%
ADM vs SSNC
+173.6%
-2.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | +2.5% | -4.0% | +6.5% | +3.8% |
| 30D | +9.5% | +0.5% | +8.9% | +9.1% |
| 3M | +10.6% | +18.9% | -8.3% | +4.0% |
| 6M | +24.0% | +10.8% | +13.2% | +18.9% |
| YTD | +54.0% | -7.1% | +61.1% | +55.9% |
| 1Y | +45.3% | -9.6% | +54.9% | +48.2% |
| 3Y | +21.8% | +51.1% | -29.3% | +1.9% |
| 5Y | +66.8% | +19.7% | +47.1% | +48.8% |
| All | +171.1% | +173.6% | -2.5% | +93.7% |
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 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