+137.8%
AS vs SSNC
+33.8%
+104.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.5% |
| 7D | +4.5% | -2.5% | +7.0% | +5.9% |
| 30D | +13.2% | -2.7% | +15.9% | +14.5% |
| 3M | -11.9% | -0.8% | -11.1% | -12.1% |
| 6M | -11.6% | +15.5% | -27.1% | -19.6% |
| YTD | -14.7% | -8.8% | -5.9% | -9.8% |
| 1Y | +5.7% | -5.8% | +11.5% | +8.8% |
| All | +137.8% | +33.8% | +104.0% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling