+678.6%
AU vs SSNC
+19.2%
+659.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -4.3% | -4.0% | -0.2% | -3.6% |
| 30D | +7.3% | +0.5% | +6.8% | +7.2% |
| 3M | +26.3% | +18.9% | +7.4% | +22.1% |
| 6M | +1.8% | +10.8% | -9.1% | -0.5% |
| YTD | +26.8% | -7.1% | +34.0% | +28.3% |
| 1Y | +66.7% | -9.6% | +76.3% | +69.7% |
| 3Y | +579.1% | +51.1% | +528.0% | +504.3% |
| All | +678.6% | +19.2% | +659.4% | +548.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling