-20.2%
AMRZ vs SSNC
+1.8%
-22.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -2.1% | +2.3% | -4.4% | -2.8% |
| 30D | +13.0% | -3.1% | +16.1% | +13.7% |
| 3M | -12.1% | -2.7% | -9.4% | -11.6% |
| 6M | -19.1% | +23.7% | -42.8% | -24.0% |
| YTD | -23.3% | -8.0% | -15.2% | -21.2% |
| 1Y | -16.6% | -4.7% | -11.9% | -15.8% |
| All | -20.2% | +1.8% | -22.0% | -20.2% |
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