-29.6%
AFRM vs SSNC
+21.1%
-50.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +1.7% |
| 7D | -10.3% | -0.2% | -10.1% | -10.0% |
| 30D | -13.7% | -1.9% | -11.8% | -12.5% |
| 3M | -11.6% | -0.2% | -11.4% | -12.7% |
| 6M | +2.1% | +19.4% | -17.3% | -26.8% |
| YTD | -8.9% | -8.1% | -0.8% | -2.5% |
| 1Y | -9.7% | -5.3% | -4.4% | -8.4% |
| 3Y | +202.5% | +56.9% | +145.5% | +30.4% |
| 5Y | -55.3% | +8.0% | -63.3% | -63.5% |
| All | -29.6% | +21.1% | -50.7% | -44.1% |
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