+1,611.9%
AMP vs SSNC
+1,021.3%
+590.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | 0.0% |
| 7D | 0.0% | -3.9% | +3.9% | +2.4% |
| 30D | -1.0% | -0.2% | -0.8% | -1.0% |
| 3M | +23.2% | +15.9% | +7.3% | +11.8% |
| 6M | +20.4% | +7.5% | +12.9% | +13.8% |
| YTD | +13.6% | -8.2% | +21.9% | +17.7% |
| 1Y | +13.4% | -9.3% | +22.7% | +18.0% |
| 3Y | +66.5% | +48.5% | +18.0% | +26.7% |
| 5Y | +120.2% | +16.0% | +104.2% | +93.8% |
| 10Y | +576.5% | +169.2% | +407.3% | +271.4% |
| All | +1,611.9% | +1,021.3% | +590.6% | +321.9% |
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