-32.3%
AMT vs SSNC
+18.8%
-51.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +1.4% |
| 7D | -0.2% | -1.8% | +1.6% | +0.5% |
| 30D | +1.8% | +1.9% | -0.1% | +1.1% |
| 3M | -6.2% | +18.4% | -24.6% | -12.3% |
| 6M | -5.0% | +7.0% | -12.0% | -7.8% |
| YTD | +2.1% | -6.9% | +9.0% | +4.2% |
| 1Y | -5.7% | -8.2% | +2.4% | -3.5% |
| 3Y | +7.9% | +50.5% | -42.6% | -16.0% |
| 5Y | -32.3% | +17.4% | -49.7% | -42.6% |
| All | -32.3% | +18.8% | -51.1% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling