+142.2%
AS vs SSNC
+32.2%
+110.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +5.8% | -4.5% | +10.3% | +8.4% |
| 30D | +15.4% | -3.9% | +19.2% | +17.4% |
| 3M | -11.9% | -1.3% | -10.6% | -11.8% |
| 6M | -9.9% | +14.1% | -24.1% | -17.5% |
| YTD | -13.1% | -9.9% | -3.2% | -7.5% |
| 1Y | +9.9% | -6.2% | +16.1% | +13.2% |
| All | +142.2% | +32.2% | +110.0% | +102.3% |
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