+20.2%
ALC vs SSNC
+36.4%
-16.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | -5.3% | -3.9% | -1.4% | -3.7% |
| 30D | -7.1% | -0.2% | -6.9% | -7.0% |
| 3M | +0.8% | +15.9% | -15.1% | -5.8% |
| 6M | -16.0% | +7.5% | -23.4% | -19.1% |
| YTD | -12.7% | -8.2% | -4.5% | -10.3% |
| 1Y | -12.8% | -9.3% | -3.5% | -10.0% |
| 3Y | -15.8% | +48.5% | -64.3% | -30.8% |
| 5Y | -16.7% | +16.0% | -32.7% | -25.0% |
| All | +20.2% | +36.4% | -16.3% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling