+2,084.7%
ALM vs SSNC
+186.8%
+1,897.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | -7.2% | -0.2% | -7.0% | -7.1% |
| 30D | -26.4% | -1.9% | -24.4% | -26.3% |
| 3M | -38.6% | -0.2% | -38.4% | -38.8% |
| 6M | -61.0% | +19.4% | -80.4% | -62.7% |
| YTD | -7.4% | -8.1% | +0.7% | -6.7% |
| 1Y | +14.0% | -5.3% | +19.2% | +14.1% |
| 3Y | +844.4% | +56.9% | +787.5% | +766.1% |
| 5Y | +410.8% | +8.0% | +402.8% | +392.0% |
| 10Y | +2,084.7% | +183.6% | +1,901.1% | +1,898.2% |
| All | +2,084.7% | +186.8% | +1,897.9% | +1,898.2% |
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