+259.1%
AU vs SSNC
+1,021.3%
-762.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +0.6% | -3.9% | +4.5% | +1.1% |
| 30D | +12.3% | -0.2% | +12.5% | +12.3% |
| 3M | +29.4% | +15.9% | +13.4% | +27.0% |
| 6M | +3.2% | +7.5% | -4.2% | +2.1% |
| YTD | +31.8% | -8.2% | +40.0% | +32.5% |
| 1Y | +83.4% | -9.3% | +92.7% | +84.6% |
| 3Y | +623.1% | +48.5% | +574.6% | +585.9% |
| 5Y | +700.5% | +16.0% | +684.5% | +668.7% |
| 10Y | +717.6% | +169.2% | +548.4% | +617.6% |
| All | +259.1% | +1,021.3% | -762.2% | +146.1% |
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