+1,942.8%
ALM vs SSNC
+184.2%
+1,758.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -4.0% | +1.4% | -5.4% | -4.3% |
| 30D | -30.5% | -2.6% | -27.9% | -30.3% |
| 3M | -46.9% | -0.6% | -46.3% | -47.1% |
| 6M | -65.5% | +19.9% | -85.4% | -67.0% |
| YTD | -13.4% | -8.2% | -5.2% | -12.7% |
| 1Y | +9.8% | -5.5% | +15.3% | +10.0% |
| 3Y | +783.1% | +56.8% | +726.3% | +710.0% |
| 5Y | +378.3% | +7.8% | +370.5% | +360.8% |
| All | +1,942.8% | +184.2% | +1,758.7% | +1,771.6% |
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 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