+133.7%
AS vs SSNC
+32.9%
+100.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.4% |
| 7D | +7.1% | -2.8% | +10.0% | +8.7% |
| 30D | +12.8% | +0.4% | +12.4% | +12.1% |
| 3M | -14.7% | -0.7% | -14.0% | -14.9% |
| 6M | -9.9% | +13.9% | -23.8% | -17.4% |
| YTD | -16.1% | -9.4% | -6.7% | -11.0% |
| 1Y | +0.2% | -7.4% | +7.5% | +4.3% |
| All | +133.7% | +32.9% | +100.8% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling