+7,705.7%
ALM vs SSNC
+486.5%
+7,219.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.3% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +32.0% | +6.0% | +26.0% | +30.8% |
| 3M | -15.0% | +21.0% | -36.0% | -17.9% |
| 6M | -10.1% | +12.1% | -22.2% | -12.0% |
| YTD | +99.4% | -3.2% | +102.7% | +99.6% |
| 1Y | +316.4% | -4.4% | +320.7% | +317.2% |
| 3Y | +2,022.0% | +51.6% | +1,970.4% | +1,894.2% |
| 5Y | +941.2% | +21.1% | +920.1% | +898.2% |
| 10Y | +2,950.3% | +177.7% | +2,772.7% | +2,579.8% |
| All | +7,705.7% | +486.5% | +7,219.2% | +44,189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling