-25.6%
AR vs SSNC
+409.4%
-435.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +6.4% | +1.4% | +5.1% | +5.8% |
| 30D | +3.1% | -2.6% | +5.8% | +3.9% |
| 3M | +3.3% | -0.6% | +3.9% | +3.0% |
| 6M | +6.6% | +19.9% | -13.3% | -2.5% |
| YTD | +12.3% | -8.2% | +20.5% | +14.0% |
| 1Y | +12.3% | -5.5% | +17.9% | +12.5% |
| 3Y | +50.4% | +56.8% | -6.3% | +19.4% |
| 5Y | +101.0% | +7.8% | +93.2% | +85.0% |
| 10Y | +57.5% | +183.3% | -125.9% | +4.2% |
| All | -25.6% | +409.4% | -435.0% | -56.8% |
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