-18.3%
AMRZ vs SSNC
+3.1%
-21.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.4% | -3.1% |
| 7D | -2.0% | -1.8% | -0.2% | -1.4% |
| 30D | -9.8% | +1.9% | -11.7% | -10.2% |
| 3M | -17.2% | +18.4% | -35.6% | -20.9% |
| 6M | -26.9% | +7.0% | -33.9% | -28.2% |
| YTD | -21.5% | -6.9% | -14.5% | -19.4% |
| 1Y | -22.9% | -8.2% | -14.7% | -19.5% |
| All | -18.3% | +3.1% | -21.4% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling