+91.3%
AMCR vs SSNC
+657.3%
-566.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.4% |
| 7D | -6.3% | -3.9% | -2.4% | -5.3% |
| 30D | -7.1% | -0.2% | -7.0% | -7.1% |
| 3M | +12.7% | +15.9% | -3.3% | +8.3% |
| 6M | +5.2% | +7.5% | -2.3% | +2.9% |
| YTD | +8.1% | -8.2% | +16.3% | +9.6% |
| 1Y | +10.0% | -9.3% | +19.4% | +11.8% |
| 3Y | +6.6% | +48.5% | -41.9% | -4.6% |
| 5Y | -11.4% | +16.0% | -27.4% | -17.0% |
| 10Y | +13.3% | +169.2% | -155.9% | -2.4% |
| All | +91.3% | +657.3% | -566.1% | +62.0% |
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