+36.3%
AKAM vs SSNC
-3.0%
+39.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -13.9% | +6.0% | -20.0% | -14.5% |
| 3M | -33.8% | +21.0% | -54.8% | -34.9% |
| 6M | +2.2% | +12.1% | -9.9% | +2.5% |
| YTD | +20.6% | -3.2% | +23.8% | +29.5% |
| 1Y | +36.3% | -4.4% | +40.7% | +50.9% |
| All | +36.3% | -3.0% | +39.3% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling