+23.8%
ALC vs SSNC
+43.8%
-20.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | -0.1% | +6.0% | -6.1% | -2.6% |
| 3M | +5.9% | +21.0% | -15.1% | -2.8% |
| 6M | -15.9% | +12.1% | -28.0% | -20.5% |
| YTD | -10.1% | -3.2% | -6.9% | -9.7% |
| 1Y | -10.2% | -4.4% | -5.9% | -9.4% |
| 3Y | -13.6% | +51.6% | -65.2% | -29.5% |
| 5Y | -15.1% | +21.1% | -36.2% | -25.1% |
| All | +23.8% | +43.8% | -20.0% | -7.4% |
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