+180.8%
ALLY vs SSNC
+164.2%
+16.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -0.6% |
| 7D | +1.0% | -1.8% | +2.8% | +2.3% |
| 30D | -3.3% | +1.9% | -5.2% | -4.7% |
| 3M | +0.5% | +18.4% | -17.9% | -12.3% |
| 6M | +12.6% | +7.0% | +5.6% | +5.4% |
| YTD | -4.7% | -6.9% | +2.3% | -2.0% |
| 1Y | +5.2% | -8.2% | +13.4% | +9.2% |
| 3Y | +66.5% | +50.5% | +16.0% | +18.4% |
| 5Y | +0.2% | +17.4% | -17.2% | -14.8% |
| 10Y | +180.8% | +164.9% | +15.8% | +59.0% |
| All | +180.8% | +164.2% | +16.5% | +59.0% |
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