-2.9%
ADSK vs SSNC
+49.3%
-52.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.8% |
| 7D | -2.5% | -4.0% | +1.5% | +0.2% |
| 30D | -14.9% | +0.5% | -15.4% | -15.1% |
| 3M | +3.3% | +18.9% | -15.6% | -7.9% |
| 6M | -15.7% | +10.8% | -26.5% | -21.3% |
| YTD | -28.2% | -7.1% | -21.1% | -25.5% |
| 1Y | -34.5% | -9.6% | -24.9% | -30.9% |
| 3Y | -2.9% | +51.1% | -54.0% | -24.2% |
| All | -2.9% | +49.3% | -52.2% | -24.2% |
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