+620.3%
ADSK vs SSNC
+1,015.4%
-395.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | -10.9% | -6.7% | -4.2% | -6.9% |
| 30D | -15.9% | -0.8% | -15.1% | -15.4% |
| 3M | -4.4% | +16.1% | -20.4% | -13.0% |
| 6M | -16.6% | +7.9% | -24.6% | -20.7% |
| YTD | -28.5% | -8.7% | -19.8% | -24.6% |
| 1Y | -34.6% | -9.5% | -25.2% | -30.9% |
| 3Y | -3.5% | +47.7% | -51.1% | -25.6% |
| 5Y | -25.6% | +17.6% | -43.2% | -33.7% |
| 10Y | +216.6% | +167.7% | +48.9% | +77.5% |
| All | +620.3% | +1,015.4% | -395.1% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling