+279.0%
ADP vs SSNC
+162.7%
+116.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -5.7% | -3.9% | -1.8% | -3.8% |
| 30D | -3.1% | -0.2% | -2.9% | -3.0% |
| 3M | +15.6% | +15.9% | -0.3% | +7.3% |
| 6M | +20.8% | +7.5% | +13.3% | +16.3% |
| YTD | +4.7% | -8.2% | +13.0% | +8.7% |
| 1Y | -8.3% | -9.3% | +1.0% | -4.4% |
| 3Y | +13.6% | +48.5% | -34.9% | -7.8% |
| 5Y | +45.0% | +16.0% | +29.0% | +30.3% |
| 10Y | +279.0% | +169.2% | +109.8% | +152.4% |
| All | +279.0% | +162.7% | +116.3% | +152.4% |
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