-2.8%
ALLY vs SSNC
-5.7%
+2.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.1% | +1.4% | -3.5% | -2.5% |
| 30D | +2.0% | -2.6% | +4.6% | +2.5% |
| 3M | -13.3% | -0.6% | -12.7% | -13.3% |
| 6M | -9.9% | +19.9% | -29.7% | -14.3% |
| YTD | -13.5% | -8.2% | -5.4% | -7.9% |
| 1Y | -2.8% | -5.5% | +2.7% | +0.3% |
| All | -2.8% | -5.7% | +2.9% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling