+215.4%
ADSK vs SSNC
+173.6%
+41.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.9% |
| 7D | -2.5% | -4.0% | +1.5% | +0.4% |
| 30D | -14.9% | +0.5% | -15.4% | -15.1% |
| 3M | +3.3% | +18.9% | -15.6% | -9.0% |
| 6M | -15.7% | +10.8% | -26.5% | -21.9% |
| YTD | -28.2% | -7.1% | -21.1% | -24.8% |
| 1Y | -34.5% | -9.6% | -24.9% | -30.3% |
| 3Y | -2.9% | +51.1% | -54.0% | -30.1% |
| 5Y | -25.3% | +19.7% | -45.0% | -36.3% |
| All | +215.4% | +173.6% | +41.8% | +58.0% |
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