+120.4%
AS vs SSNC
+42.0%
+78.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.7% | +4.2% |
| 7D | -4.9% | +0.6% | -5.5% | -5.3% |
| 30D | -19.6% | +6.0% | -25.6% | -22.3% |
| 3M | -14.4% | +21.0% | -35.4% | -23.6% |
| 6M | -20.1% | +12.1% | -32.2% | -25.4% |
| YTD | -20.9% | -3.2% | -17.7% | -18.7% |
| 1Y | -21.9% | -4.4% | -17.5% | -19.1% |
| All | +120.4% | +42.0% | +78.4% | +77.8% |
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