-8.3%
ADP vs SSNC
-9.3%
+1.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.2% |
| 7D | -5.7% | -3.9% | -1.8% | -3.3% |
| 30D | -3.1% | -0.2% | -2.9% | -2.9% |
| 3M | +15.6% | +15.9% | -0.3% | +5.4% |
| 6M | +20.8% | +7.5% | +13.3% | +14.7% |
| YTD | +4.7% | -8.2% | +13.0% | +7.3% |
| 1Y | -8.3% | -9.3% | +1.0% | -2.9% |
| All | -8.3% | -9.3% | +1.0% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling