-98.9%
AMC vs SSNC
+164.2%
-263.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.8% | +0.4% | -1.1% |
| 7D | -0.8% | -1.8% | +1.0% | +0.2% |
| 30D | -1.2% | +1.9% | -3.1% | -2.3% |
| 3M | +42.2% | +18.4% | +23.8% | +27.4% |
| 6M | +118.8% | +7.0% | +111.8% | +109.6% |
| YTD | +64.1% | -6.9% | +71.0% | +69.1% |
| 1Y | -9.5% | -8.2% | -1.4% | -6.4% |
| 3Y | -64.3% | +50.5% | -114.9% | -72.9% |
| 5Y | -99.5% | +17.4% | -116.9% | -99.5% |
| 10Y | -98.9% | +164.9% | -263.9% | -99.3% |
| All | -98.9% | +164.2% | -263.2% | -99.3% |
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