-47.4%
ALK vs SSNC
+184.6%
-232.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.6% |
| 7D | -1.2% | +2.3% | -3.5% | -2.6% |
| 30D | +7.7% | -3.1% | +10.8% | +9.6% |
| 3M | -19.0% | -2.7% | -16.2% | -17.9% |
| 6M | -0.2% | +23.7% | -23.9% | -14.6% |
| YTD | -23.5% | -8.0% | -15.5% | -21.1% |
| 1Y | -9.1% | -4.7% | -4.4% | -8.4% |
| 3Y | +12.0% | +58.0% | -46.0% | -18.5% |
| 5Y | -30.9% | +8.0% | -38.8% | -36.5% |
| All | -47.4% | +184.6% | -232.0% | -67.7% |
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 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