-29.4%
AFRM vs SSNC
+18.8%
-48.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.4% |
| 7D | -7.5% | -4.5% | -3.1% | -1.3% |
| 30D | -15.7% | -3.9% | -11.8% | -12.0% |
| 3M | -9.6% | -1.3% | -8.3% | -9.2% |
| 6M | +6.3% | +14.1% | -7.9% | -18.5% |
| YTD | -8.6% | -9.9% | +1.3% | +0.6% |
| 1Y | -7.6% | -6.2% | -1.4% | -5.1% |
| 3Y | +173.7% | +56.1% | +117.6% | +18.0% |
| 5Y | -56.9% | +5.4% | -62.3% | -63.8% |
| All | -29.4% | +18.8% | -48.2% | -42.3% |
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 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