+236.1%
AKAM vs SSNC
+1,037.0%
-800.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +1.8% |
| 7D | -0.8% | -1.8% | +1.0% | -0.2% |
| 30D | -4.5% | +1.9% | -6.4% | -5.2% |
| 3M | -25.6% | +18.4% | -43.9% | -30.8% |
| 6M | +5.7% | +7.0% | -1.2% | +1.9% |
| YTD | +21.0% | -6.9% | +28.0% | +22.9% |
| 1Y | +33.9% | -8.2% | +42.1% | +36.5% |
| 3Y | +0.9% | +50.5% | -49.6% | -15.5% |
| 5Y | -6.9% | +17.4% | -24.3% | -15.3% |
| 10Y | +97.4% | +164.9% | -67.5% | +19.8% |
| All | +236.1% | +1,037.0% | -800.9% | -3.3% |
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