-42.0%
ALK vs SSNC
+186.8%
-228.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | +2.6% | -0.2% | +2.7% | +2.7% |
| 30D | +7.8% | -1.9% | +9.7% | +8.8% |
| 3M | -15.2% | -0.2% | -15.1% | -15.6% |
| 6M | +5.0% | +19.4% | -14.4% | -8.0% |
| YTD | -18.4% | -8.1% | -10.3% | -15.8% |
| 1Y | -2.4% | -5.3% | +2.9% | -1.2% |
| 3Y | +19.8% | +56.9% | -37.2% | -12.4% |
| 5Y | -27.8% | +8.0% | -35.8% | -33.7% |
| 10Y | -42.0% | +183.6% | -225.5% | -64.2% |
| All | -42.0% | +186.8% | -228.8% | -64.2% |
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