+105.4%
AMT vs SSNC
+162.7%
-57.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | +1.5% | -3.9% | +5.3% | +2.8% |
| 30D | +3.7% | -0.2% | +3.9% | +3.8% |
| 3M | -7.2% | +15.9% | -23.1% | -11.8% |
| 6M | -4.2% | +7.5% | -11.6% | -6.8% |
| YTD | +1.9% | -8.2% | +10.1% | +3.9% |
| 1Y | -6.4% | -9.3% | +3.0% | -4.3% |
| 3Y | +7.7% | +48.5% | -40.7% | -8.7% |
| 5Y | -30.9% | +16.0% | -46.9% | -37.4% |
| 10Y | +105.4% | +169.2% | -63.8% | +49.0% |
| All | +105.4% | +162.7% | -57.3% | +49.0% |
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