-24.5%
ADSK vs SSNC
+19.2%
-43.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -1.0% |
| 7D | -2.5% | -4.0% | +1.5% | +0.6% |
| 30D | -14.9% | +0.5% | -15.4% | -15.1% |
| 3M | +3.3% | +18.9% | -15.6% | -9.9% |
| 6M | -15.7% | +10.8% | -26.5% | -22.4% |
| YTD | -28.2% | -7.1% | -21.1% | -24.5% |
| 1Y | -34.5% | -9.6% | -24.9% | -29.8% |
| 3Y | -2.9% | +51.1% | -54.0% | -34.6% |
| All | -24.5% | +19.2% | -43.7% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling