+123.4%
AS vs SSNC
+35.0%
+88.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -4.9% | +2.3% | -7.2% | -6.0% |
| 30D | +3.9% | -3.1% | +7.0% | +5.3% |
| 3M | -9.6% | -2.7% | -6.9% | -8.7% |
| 6M | -8.7% | +23.7% | -32.3% | -20.4% |
| YTD | -19.8% | -8.0% | -11.8% | -15.7% |
| 1Y | -1.5% | -4.7% | +3.2% | +0.6% |
| All | +123.4% | +35.0% | +88.5% | +84.5% |
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 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