-39.1%
ALK vs SSNC
+177.4%
-216.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.9% | +6.9% |
| 7D | +8.9% | -4.5% | +13.4% | +12.1% |
| 30D | +5.9% | -3.9% | +9.8% | +8.4% |
| 3M | -16.5% | -1.3% | -15.2% | -16.3% |
| 6M | +2.1% | +14.1% | -12.0% | -7.8% |
| YTD | -17.1% | -9.9% | -7.2% | -13.3% |
| 1Y | -2.9% | -6.2% | +3.3% | -1.1% |
| 3Y | +24.5% | +56.1% | -31.6% | -8.5% |
| 5Y | -29.1% | +5.4% | -34.5% | -33.8% |
| 10Y | -39.1% | +172.3% | -211.4% | -61.2% |
| All | -39.1% | +177.4% | -216.6% | -61.2% |
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