-35.0%
AUR vs SSNC
+16.4%
-51.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +1.3% |
| 7D | +11.1% | -3.9% | +15.0% | +15.7% |
| 30D | -6.9% | -0.2% | -6.7% | -7.2% |
| 3M | +5.5% | +15.9% | -10.4% | -13.0% |
| 6M | +41.0% | +7.5% | +33.5% | +26.0% |
| YTD | +69.3% | -8.2% | +77.5% | +80.1% |
| 1Y | +14.0% | -9.3% | +23.4% | +22.6% |
| 3Y | +90.1% | +48.5% | +41.6% | +10.9% |
| 5Y | -34.4% | +16.0% | -50.4% | -41.1% |
| All | -35.0% | +16.4% | -51.4% | -41.5% |
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