+316.4%
ALM vs SSNC
-3.0%
+319.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.7% |
| 7D | -2.6% | +0.6% | -3.2% | -2.5% |
| 30D | +32.0% | +6.0% | +26.0% | +33.6% |
| 3M | -15.0% | +21.0% | -36.0% | -10.5% |
| 6M | -10.1% | +12.1% | -22.2% | -4.8% |
| YTD | +99.4% | -3.2% | +102.7% | +111.4% |
| 1Y | +316.4% | -4.4% | +320.7% | +344.6% |
| All | +316.4% | -3.0% | +319.3% | +344.6% |
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