+1,162.1%
AMAT vs SSNC
+172.0%
+990.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.7% |
| 7D | -14.7% | -3.3% | -11.4% | -13.0% |
| 30D | -36.1% | -1.3% | -34.8% | -36.1% |
| 3M | -36.9% | -2.3% | -34.5% | -36.9% |
| 6M | -22.2% | +12.6% | -34.8% | -31.2% |
| YTD | +29.9% | -10.1% | +40.0% | +31.8% |
| 1Y | +43.3% | -6.6% | +49.8% | +41.4% |
| 3Y | +142.7% | +54.0% | +88.7% | +65.3% |
| 5Y | +126.2% | +7.0% | +119.2% | +98.4% |
| All | +1,162.1% | +172.0% | +990.1% | +552.4% |
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