-26.4%
ALK vs SSNC
+21.4%
-47.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.4% |
| 7D | -0.7% | +0.6% | -1.3% | -1.2% |
| 30D | -19.2% | +6.0% | -25.3% | -22.7% |
| 3M | -1.5% | +21.0% | -22.5% | -15.0% |
| 6M | -13.1% | +12.1% | -25.1% | -20.7% |
| YTD | -16.4% | -3.2% | -13.2% | -15.6% |
| 1Y | -33.1% | -4.4% | -28.7% | -31.8% |
| 3Y | +0.6% | +51.6% | -51.0% | -28.1% |
| All | -26.4% | +21.4% | -47.9% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling