+96.8%
ALLY vs SSNC
+313.2%
-216.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.2% |
| 7D | +0.9% | -3.3% | +4.3% | +3.0% |
| 30D | +3.1% | -1.3% | +4.3% | +3.5% |
| 3M | -12.6% | -2.3% | -10.3% | -11.7% |
| 6M | -12.4% | +12.6% | -25.1% | -20.2% |
| YTD | -13.2% | -10.1% | -3.0% | -9.5% |
| 1Y | +1.8% | -6.6% | +8.4% | +3.6% |
| 3Y | +58.0% | +54.0% | +4.0% | +16.4% |
| 5Y | -8.4% | +7.0% | -15.4% | -15.5% |
| 10Y | +195.3% | +176.7% | +18.5% | +80.5% |
| All | +96.8% | +313.2% | -216.3% | +11.0% |
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 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