-29.3%
AFRM vs SSNC
+18.5%
-47.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.1% |
| 7D | -7.3% | -3.3% | -4.0% | -2.7% |
| 30D | -9.6% | -1.3% | -8.3% | -9.2% |
| 3M | -11.1% | -2.3% | -8.7% | -9.3% |
| 6M | +3.9% | +12.6% | -8.8% | -18.6% |
| YTD | -8.5% | -10.1% | +1.6% | +1.1% |
| 1Y | +3.3% | -6.6% | +9.8% | +6.7% |
| 3Y | +213.7% | +54.0% | +159.8% | +38.3% |
| 5Y | -58.5% | +7.0% | -65.5% | -65.1% |
| All | -29.3% | +18.5% | -47.8% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling