-14.7%
AMRZ vs SSNC
+7.2%
-21.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -16.9% | +6.0% | -23.0% | -18.3% |
| 3M | -19.2% | +21.0% | -40.2% | -23.3% |
| 6M | -29.3% | +12.1% | -41.4% | -31.5% |
| YTD | -18.0% | -3.2% | -14.7% | -16.8% |
| 1Y | -15.1% | -4.4% | -10.7% | -12.5% |
| All | -14.7% | +7.2% | -21.8% | -15.8% |
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