+47.6%
AMDL vs SSNC
+29.0%
+18.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.8% | +23.0% | +22.4% |
| 7D | -26.2% | -3.3% | -22.9% | -25.7% |
| 30D | -57.1% | -1.3% | -55.8% | -57.4% |
| 3M | -29.8% | -2.3% | -27.5% | -30.7% |
| 6M | -22.2% | +12.6% | -34.9% | -28.8% |
| YTD | +142.1% | -10.1% | +152.2% | +173.8% |
| 1Y | +85.8% | -6.6% | +92.4% | +99.3% |
| All | +47.6% | +29.0% | +18.6% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling