-20.9%
AFRM vs SSNC
+21.4%
-42.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -0.8% |
| 7D | -7.0% | +0.6% | -7.6% | -7.8% |
| 30D | -7.8% | +6.0% | -13.8% | -15.8% |
| 3M | +5.3% | +21.0% | -15.7% | -26.0% |
| 6M | +42.6% | +12.1% | +30.6% | +13.2% |
| YTD | -2.8% | -3.2% | +0.4% | -2.1% |
| 1Y | -19.3% | -4.4% | -14.9% | -18.1% |
| 3Y | +231.0% | +51.6% | +179.4% | +37.4% |
| All | -20.9% | +21.4% | -42.4% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling