+102.5%
AMDL vs SSNC
+31.9%
+70.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.2% | -17.7% | -17.6% |
| 7D | +37.2% | +2.3% | +34.9% | +36.7% |
| 30D | -24.0% | -3.1% | -20.9% | -24.1% |
| 3M | -1.0% | -2.7% | +1.7% | -1.7% |
| 6M | -3.2% | +23.7% | -26.9% | -16.3% |
| YTD | +232.2% | -8.0% | +240.3% | +274.2% |
| 1Y | +137.7% | -4.7% | +142.4% | +154.4% |
| All | +102.5% | +31.9% | +70.6% | +70.5% |
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