+320.1%
ALK vs SSNC
+998.3%
-678.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +9.0% | -3.3% | +12.4% | +11.1% |
| 30D | -1.6% | -1.3% | -0.4% | -1.2% |
| 3M | -23.2% | -2.3% | -20.9% | -22.5% |
| 6M | -3.9% | +12.6% | -16.5% | -11.2% |
| YTD | -22.6% | -10.1% | -12.5% | -19.4% |
| 1Y | -5.3% | -6.6% | +1.2% | -3.5% |
| 3Y | +18.6% | +54.0% | -35.4% | -7.6% |
| 5Y | -34.4% | +7.0% | -41.4% | -38.1% |
| 10Y | -40.8% | +176.7% | -217.5% | -65.0% |
| All | +320.1% | +998.3% | -678.1% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling