+2.3%
AKAM vs SSNC
+46.7%
-44.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.1% |
| 7D | +0.6% | -6.7% | +7.3% | +3.1% |
| 30D | -8.2% | -0.8% | -7.4% | -8.0% |
| 3M | -17.6% | +16.1% | -33.6% | -22.5% |
| 6M | +2.5% | +7.9% | -5.4% | -0.6% |
| YTD | +22.8% | -8.7% | +31.5% | +29.8% |
| 1Y | +39.6% | -9.5% | +49.1% | +48.1% |
| All | +2.3% | +46.7% | -44.5% | -9.4% |
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