+236.1%
ALNY vs SSNC
+173.6%
+62.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.3% |
| 7D | -6.5% | -4.0% | -2.5% | -4.8% |
| 30D | +11.0% | +0.5% | +10.5% | +10.8% |
| 3M | -14.1% | +18.9% | -33.0% | -20.7% |
| 6M | -22.4% | +10.8% | -33.2% | -26.3% |
| YTD | -37.5% | -7.1% | -30.3% | -36.1% |
| 1Y | -46.9% | -9.6% | -37.3% | -45.2% |
| 3Y | +22.1% | +51.1% | -29.0% | -2.4% |
| 5Y | +31.2% | +19.7% | +11.5% | +15.0% |
| All | +236.1% | +173.6% | +62.5% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling