+123.4%
ALLY vs SSNC
+344.7%
-221.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.0% |
| 7D | +3.7% | +0.6% | +3.0% | +3.3% |
| 30D | -2.3% | +6.0% | -8.3% | -5.8% |
| 3M | +3.8% | +21.0% | -17.1% | -9.0% |
| 6M | +9.7% | +12.1% | -2.4% | +0.6% |
| YTD | -1.4% | -3.2% | +1.8% | -1.4% |
| 1Y | +8.2% | -4.4% | +12.6% | +9.1% |
| 3Y | +66.5% | +51.6% | +14.9% | +24.5% |
| 5Y | +1.2% | +21.1% | -19.9% | -13.1% |
| 10Y | +191.4% | +177.7% | +13.7% | +74.3% |
| All | +123.4% | +344.7% | -221.3% | +20.9% |
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