+2,327.9%
ALM vs SSNC
+51.8%
+2,276.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.8% | +12.6% | +9.5% |
| 7D | +8.4% | -1.8% | +10.2% | +8.7% |
| 30D | +34.8% | +1.9% | +32.9% | +34.0% |
| 3M | +16.2% | +18.4% | -2.2% | +10.9% |
| 6M | +2.1% | +7.0% | -4.8% | +1.3% |
| YTD | +117.0% | -6.9% | +124.0% | +126.8% |
| 1Y | +313.9% | -8.2% | +322.0% | +334.5% |
| 3Y | +2,327.9% | +50.5% | +2,277.4% | +2,706.5% |
| All | +2,327.9% | +51.8% | +2,276.1% | +2,706.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling