+61.4%
AME vs SSNC
+57.9%
+3.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | -4.1% | -1.9% | -2.2% | -3.9% |
| 3M | -6.3% | -0.2% | -6.2% | -6.8% |
| 6M | +3.5% | +19.4% | -15.9% | -2.9% |
| YTD | +17.3% | -8.1% | +25.4% | +21.8% |
| 1Y | +22.0% | -5.3% | +27.3% | +24.8% |
| All | +61.4% | +57.9% | +3.5% | +30.0% |
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 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