-33.9%
ALK vs SSNC
+6.8%
-40.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.2% |
| 7D | +9.0% | -3.3% | +12.4% | +11.7% |
| 30D | -1.6% | -1.3% | -0.4% | -1.2% |
| 3M | -23.2% | -2.3% | -20.9% | -22.4% |
| 6M | -3.9% | +12.6% | -16.5% | -13.4% |
| YTD | -22.6% | -10.1% | -12.5% | -17.9% |
| 1Y | -5.3% | -6.6% | +1.2% | -2.7% |
| 3Y | +18.6% | +54.0% | -35.4% | -17.3% |
| All | -33.9% | +6.8% | -40.7% | -37.5% |
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