-26.4%
ALB vs SSNC
+51.8%
-78.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +4.5% |
| 7D | -4.4% | -1.8% | -2.6% | -3.7% |
| 30D | -1.2% | +1.9% | -3.1% | -2.3% |
| 3M | -13.3% | +18.4% | -31.7% | -21.6% |
| 6M | -19.8% | +7.0% | -26.7% | -22.8% |
| YTD | -7.9% | -6.9% | -1.0% | -2.5% |
| 1Y | +60.2% | -8.2% | +68.3% | +70.4% |
| 3Y | -26.4% | +50.5% | -77.0% | -54.6% |
| All | -26.4% | +51.8% | -78.2% | -54.6% |
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