-35.7%
AUR vs SSNC
+17.7%
-53.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | -0.2% |
| 7D | +1.4% | -4.0% | +5.5% | +5.7% |
| 30D | -6.4% | +0.5% | -6.9% | -7.4% |
| 3M | +7.7% | +18.9% | -11.2% | -13.7% |
| 6M | +44.5% | +10.8% | +33.7% | +24.5% |
| YTD | +67.4% | -7.1% | +74.6% | +76.0% |
| 1Y | +15.4% | -9.6% | +25.1% | +25.0% |
| 3Y | +94.8% | +51.1% | +43.8% | +11.5% |
| 5Y | -35.1% | +19.7% | -54.8% | -42.4% |
| All | -35.7% | +17.7% | -53.4% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling