-60.4%
ALB vs SSNC
+5.6%
-65.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | +9.5% | -4.5% | +13.9% | +12.4% |
| 30D | -2.1% | -3.9% | +1.8% | -0.6% |
| 3M | -24.1% | -1.3% | -22.8% | -24.6% |
| 6M | -51.0% | +14.1% | -65.2% | -56.5% |
| YTD | -29.3% | -9.9% | -19.4% | -26.3% |
| 1Y | +3.2% | -6.2% | +9.4% | +3.8% |
| 3Y | -9.3% | +56.1% | -65.4% | -41.6% |
| All | -60.4% | +5.6% | -65.9% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling