-39.0%
ALK vs SSNC
+164.2%
-203.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -0.6% |
| 7D | +0.1% | -1.8% | +1.9% | +1.2% |
| 30D | -18.5% | +1.9% | -20.4% | -19.6% |
| 3M | -3.6% | +18.4% | -21.9% | -14.4% |
| 6M | -3.7% | +7.0% | -10.6% | -8.9% |
| YTD | -19.0% | -6.9% | -12.1% | -16.8% |
| 1Y | -36.0% | -8.2% | -27.9% | -33.8% |
| 3Y | +2.3% | +50.5% | -48.2% | -22.7% |
| 5Y | -27.8% | +17.4% | -45.1% | -36.7% |
| 10Y | -39.0% | +164.9% | -203.9% | -62.2% |
| All | -39.0% | +164.2% | -203.2% | -62.2% |
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