+1,591.4%
AMAT vs SSNC
+175.8%
+1,415.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.0% |
| 7D | -1.5% | +0.6% | -2.1% | -1.9% |
| 30D | -14.8% | +6.0% | -20.8% | -18.0% |
| 3M | -9.3% | +21.0% | -30.2% | -21.8% |
| 6M | +27.4% | +12.1% | +15.3% | +14.0% |
| YTD | +77.6% | -3.2% | +80.8% | +74.3% |
| 1Y | +188.9% | -4.4% | +193.3% | +184.3% |
| 3Y | +202.3% | +51.6% | +150.7% | +112.0% |
| 5Y | +248.9% | +21.1% | +227.8% | +185.9% |
| All | +1,591.4% | +175.8% | +1,415.6% | +722.3% |
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