+4,272.2%
AMAT vs SSNC
+1,082.2%
+3,190.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.9% |
| 7D | -1.5% | +0.6% | -2.1% | -1.9% |
| 30D | -14.8% | +6.0% | -20.8% | -17.6% |
| 3M | -9.3% | +21.0% | -30.2% | -20.2% |
| 6M | +27.4% | +12.1% | +15.3% | +15.7% |
| YTD | +77.6% | -3.2% | +80.8% | +74.1% |
| 1Y | +188.9% | -4.4% | +193.3% | +183.9% |
| 3Y | +202.3% | +51.6% | +150.7% | +127.3% |
| 5Y | +248.9% | +21.1% | +227.8% | +197.8% |
| 10Y | +1,585.2% | +177.7% | +1,407.5% | +865.0% |
| All | +4,272.2% | +1,082.2% | +3,190.0% | +1,253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling