+220.8%
AFRM vs SSNC
+51.8%
+169.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | +4.2% |
| 7D | +3.1% | -1.8% | +4.8% | +5.1% |
| 30D | -4.2% | +1.9% | -6.1% | -6.3% |
| 3M | +10.1% | +18.4% | -8.3% | -12.6% |
| 6M | +39.4% | +7.0% | +32.5% | +27.0% |
| YTD | -3.2% | -6.9% | +3.8% | +7.4% |
| 1Y | -16.1% | -8.2% | -7.9% | -5.5% |
| 3Y | +220.8% | +50.5% | +170.3% | +37.0% |
| All | +220.8% | +51.8% | +169.0% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling