+5,061.0%
ASML vs SSNC
+1,082.2%
+3,978.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.7% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | +2.2% | +6.0% | -3.9% | -0.9% |
| 3M | -2.3% | +21.0% | -23.3% | -12.6% |
| 6M | +23.0% | +12.1% | +10.9% | +13.5% |
| YTD | +61.1% | -3.2% | +64.3% | +59.3% |
| 1Y | +129.1% | -4.4% | +133.5% | +127.0% |
| 3Y | +165.4% | +51.6% | +113.7% | +104.6% |
| 5Y | +109.5% | +21.1% | +88.4% | +81.8% |
| 10Y | +1,645.7% | +177.7% | +1,468.0% | +945.7% |
| All | +5,061.0% | +1,082.2% | +3,978.8% | +1,620.0% |
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