+311.9%
ALM vs SSNC
-9.4%
+321.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -4.4% |
| 7D | +3.6% | -3.9% | +7.5% | +2.7% |
| 30D | +33.8% | -0.2% | +34.0% | +33.7% |
| 3M | +14.8% | +15.9% | -1.1% | +19.4% |
| 6M | -7.0% | +7.5% | -14.4% | -2.6% |
| YTD | +108.1% | -8.2% | +116.3% | +117.8% |
| All | +311.9% | -9.4% | +321.3% | +332.1% |
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