+194.4%
ALB vs SSNC
+1,000.8%
-806.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +9.5% | -4.5% | +13.9% | +11.9% |
| 30D | -2.1% | -3.9% | +1.8% | -0.7% |
| 3M | -24.1% | -1.3% | -22.8% | -24.3% |
| 6M | -51.0% | +14.1% | -65.2% | -55.4% |
| YTD | -29.3% | -9.9% | -19.4% | -27.9% |
| 1Y | +3.2% | -6.2% | +9.4% | +2.9% |
| 3Y | -9.3% | +56.1% | -65.4% | -30.9% |
| 5Y | -61.6% | +5.4% | -67.0% | -64.2% |
| 10Y | +40.8% | +172.3% | -131.5% | -18.3% |
| All | +194.4% | +1,000.8% | -806.4% | -21.7% |
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