+357.7%
ADM vs SSNC
+1,082.2%
-724.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.6% |
| 7D | +3.8% | +0.6% | +3.1% | +3.5% |
| 30D | +9.8% | +6.0% | +3.7% | +7.6% |
| 3M | +2.1% | +21.0% | -18.8% | -4.4% |
| 6M | +27.5% | +12.1% | +15.4% | +21.8% |
| YTD | +50.2% | -3.2% | +53.4% | +49.9% |
| 1Y | +40.6% | -4.4% | +45.0% | +40.5% |
| 3Y | +17.2% | +51.6% | -34.4% | -1.0% |
| 5Y | +61.9% | +21.1% | +40.8% | +44.9% |
| 10Y | +159.3% | +177.7% | -18.4% | +69.9% |
| All | +357.7% | +1,082.2% | -724.5% | +74.1% |
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