+529.3%
AMT vs SSNC
+1,022.7%
-493.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +4.2% | -1.9% | +6.1% | +4.5% |
| 3M | +13.4% | -0.2% | +13.6% | +13.1% |
| 6M | +9.4% | +19.4% | -10.0% | +3.3% |
| YTD | +11.7% | -8.1% | +19.8% | +13.2% |
| 1Y | +7.1% | -5.3% | +12.4% | +7.6% |
| 3Y | +15.1% | +56.9% | -41.8% | -2.3% |
| 5Y | -17.9% | +8.0% | -25.9% | -22.9% |
| 10Y | +133.5% | +183.6% | -50.1% | +63.2% |
| All | +529.3% | +1,022.7% | -493.4% | +193.5% |
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