+273.8%
ALB vs SSNC
+1,082.2%
-808.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -3.8% |
| 7D | -8.1% | +0.6% | -8.7% | -8.4% |
| 30D | +6.3% | +6.0% | +0.2% | +3.0% |
| 3M | -23.6% | +21.0% | -44.5% | -31.6% |
| 6M | -24.6% | +12.1% | -36.7% | -30.3% |
| YTD | -10.3% | -3.2% | -7.0% | -11.0% |
| 1Y | +61.5% | -4.4% | +65.8% | +60.3% |
| 3Y | -34.0% | +51.6% | -85.6% | -48.4% |
| 5Y | -44.6% | +21.1% | -65.7% | -51.4% |
| 10Y | +76.1% | +177.7% | -101.6% | +1.6% |
| All | +273.8% | +1,082.2% | -808.4% | -3.4% |
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 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