+43.3%
AMAT vs SSNC
-7.9%
+51.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +3.8% |
| 7D | -14.7% | -3.3% | -11.4% | -16.2% |
| 30D | -36.1% | -1.3% | -34.8% | -36.2% |
| 3M | -36.9% | -2.3% | -34.5% | -37.1% |
| 6M | -22.2% | +12.6% | -34.8% | -13.8% |
| YTD | +29.9% | -10.1% | +40.0% | +50.0% |
| 1Y | +43.3% | -6.6% | +49.8% | +61.6% |
| All | +43.3% | -7.9% | +51.2% | +61.6% |
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