+131.0%
AMDL vs SSNC
+31.7%
+99.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.4% | +7.4% | +6.4% |
| 7D | +29.0% | -3.9% | +32.8% | +30.0% |
| 30D | +19.1% | -0.2% | +19.3% | +18.4% |
| 3M | +1.8% | +15.9% | -14.1% | -5.7% |
| 6M | +374.4% | +7.5% | +366.9% | +361.1% |
| YTD | +278.9% | -8.2% | +287.1% | +331.2% |
| 1Y | +510.6% | -9.3% | +519.9% | +599.9% |
| All | +131.0% | +31.7% | +99.3% | +96.4% |
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