Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ALM vs SSNC✓SelectedUSD · SSNCALM vs SSNC performance historyLatest closeAs of-1.51%09/04
Stock and ETF performance explorer

ALM vs SSNC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,705.7%
SSNC return
+486.5%
Excess return
+7,219.2%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSSNCExcessAlpha
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