+1,361.7%
AME vs SSNC
+1,023.6%
+338.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +5.9% | +2.3% | +3.6% | +4.9% |
| 30D | -1.9% | -3.1% | +1.2% | -0.9% |
| 3M | -5.4% | -2.7% | -2.6% | -4.8% |
| 6M | +4.9% | +23.7% | -18.8% | -5.6% |
| YTD | +18.5% | -8.0% | +26.5% | +20.1% |
| 1Y | +25.5% | -4.7% | +30.2% | +25.2% |
| 3Y | +63.0% | +58.0% | +5.0% | +29.0% |
| 5Y | +78.3% | +8.0% | +70.3% | +64.1% |
| 10Y | +447.1% | +183.8% | +263.3% | +227.8% |
| All | +1,361.7% | +1,023.6% | +338.2% | +357.6% |
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