+384.5%
ALAB vs SSNC
+30.0%
+354.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.3% |
| 7D | +9.6% | -3.9% | +13.5% | +10.4% |
| 30D | -5.3% | -0.2% | -5.1% | -5.2% |
| 3M | -12.0% | +15.9% | -28.0% | -14.5% |
| 6M | +145.7% | +7.5% | +138.3% | +148.3% |
| YTD | +80.7% | -8.2% | +88.9% | +100.5% |
| 1Y | +40.1% | -9.3% | +49.5% | +57.3% |
| All | +384.5% | +30.0% | +354.5% | +327.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling