+18.5%
ADM vs SSNC
+51.8%
-33.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.3% |
| 7D | -0.1% | -1.8% | +1.7% | +0.1% |
| 30D | +11.0% | +1.9% | +9.1% | +10.7% |
| 3M | +6.0% | +18.4% | -12.4% | +3.4% |
| 6M | +26.9% | +7.0% | +20.0% | +26.0% |
| YTD | +50.0% | -6.9% | +56.9% | +53.9% |
| 1Y | +39.6% | -8.2% | +47.8% | +43.7% |
| 3Y | +18.5% | +50.5% | -32.0% | +1.3% |
| All | +18.5% | +51.8% | -33.3% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling