-25.2%
AFRM vs SSNC
+22.7%
-47.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | +5.2% |
| 7D | +3.1% | -1.8% | +4.8% | +5.5% |
| 30D | -4.2% | +1.9% | -6.1% | -6.8% |
| 3M | +10.1% | +18.4% | -8.3% | -17.7% |
| 6M | +39.4% | +7.0% | +32.5% | +21.0% |
| YTD | -3.2% | -6.9% | +3.8% | +3.2% |
| 1Y | -16.1% | -8.2% | -7.9% | -9.5% |
| 3Y | +220.8% | +50.5% | +170.3% | +53.1% |
| 5Y | -17.7% | +17.4% | -35.1% | -33.9% |
| All | -25.2% | +22.7% | -47.9% | -40.8% |
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