-24.2%
AR vs SSNC
+436.9%
-461.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +2.5% | +0.6% | +1.9% | +2.2% |
| 30D | +14.8% | +6.0% | +8.8% | +12.0% |
| 3M | +6.2% | +21.0% | -14.7% | -2.6% |
| 6M | +4.3% | +12.1% | -7.8% | -1.8% |
| YTD | +14.4% | -3.2% | +17.6% | +14.0% |
| 1Y | +21.3% | -4.4% | +25.7% | +21.3% |
| 3Y | +39.8% | +51.6% | -11.8% | +13.2% |
| 5Y | +142.1% | +21.1% | +121.0% | +113.3% |
| 10Y | +52.0% | +177.7% | -125.6% | +0.5% |
| All | -24.2% | +436.9% | -461.1% | -56.7% |
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