-13.5%
AMT vs SSNC
+7.5%
-21.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.5% | +2.3% | -0.8% | +0.7% |
| 30D | +6.8% | -3.1% | +9.9% | +7.6% |
| 3M | +11.2% | -2.7% | +14.0% | +11.8% |
| 6M | +12.5% | +23.7% | -11.2% | +2.8% |
| YTD | +12.5% | -8.0% | +20.5% | +14.8% |
| 1Y | +10.1% | -4.7% | +14.8% | +10.5% |
| 3Y | +16.0% | +58.0% | -42.0% | -13.2% |
| All | -13.5% | +7.5% | -21.0% | -23.6% |
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