-18.5%
AMRZ vs SSNC
-0.4%
-18.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.6% |
| 7D | +1.2% | -3.3% | +4.5% | +2.2% |
| 30D | +15.1% | -1.3% | +16.3% | +15.1% |
| 3M | -18.1% | -2.3% | -15.7% | -17.6% |
| 6M | -23.5% | +12.6% | -36.1% | -26.0% |
| YTD | -21.6% | -10.1% | -11.5% | -18.9% |
| 1Y | -14.7% | -6.6% | -8.2% | -13.5% |
| All | -18.5% | -0.4% | -18.0% | -17.9% |
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 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