+181.7%
ALB vs SSNC
+1,021.7%
-840.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.6% | +1.4% | -4.9% | -4.3% |
| 30D | -2.9% | -2.6% | -0.2% | -2.1% |
| 3M | -25.8% | -0.6% | -25.2% | -26.3% |
| 6M | -53.6% | +19.9% | -73.5% | -58.8% |
| YTD | -32.4% | -8.2% | -24.2% | -31.7% |
| 1Y | -13.0% | -5.5% | -7.5% | -13.6% |
| 3Y | -15.0% | +56.8% | -71.8% | -35.4% |
| 5Y | -63.5% | +7.8% | -71.3% | -66.4% |
| 10Y | +34.7% | +183.3% | -148.6% | -23.3% |
| All | +181.7% | +1,021.7% | -840.0% | -25.8% |
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