+59.3%
AMAT vs SSNC
-5.1%
+64.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +1.1% |
| 7D | -2.5% | -2.5% | +0.1% | -3.9% |
| 30D | -26.5% | -2.7% | -23.8% | -27.2% |
| 3M | -28.6% | -0.8% | -27.7% | -28.4% |
| 6M | -14.2% | +15.5% | -29.8% | -4.4% |
| YTD | +45.5% | -8.8% | +54.3% | +68.8% |
| 1Y | +59.3% | -5.8% | +65.2% | +81.8% |
| All | +59.3% | -5.1% | +64.4% | +81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling