+1,040.6%
ALM vs SSNC
+18.8%
+1,021.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.8% | +12.6% | +9.7% |
| 7D | +8.4% | -1.8% | +10.2% | +8.7% |
| 30D | +34.8% | +1.9% | +32.9% | +33.9% |
| 3M | +16.2% | +18.4% | -2.2% | +10.2% |
| 6M | +2.1% | +7.0% | -4.8% | +0.1% |
| YTD | +117.0% | -6.9% | +124.0% | +121.8% |
| 1Y | +313.9% | -8.2% | +322.0% | +324.3% |
| 3Y | +2,327.9% | +50.5% | +2,277.4% | +2,085.4% |
| 5Y | +1,040.6% | +17.4% | +1,023.2% | +917.2% |
| All | +1,040.6% | +18.8% | +1,021.9% | +917.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling