+331.9%
AVAV vs SSNC
+998.3%
-666.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.8% | +11.2% | +10.8% |
| 7D | -10.6% | -3.3% | -7.3% | -9.3% |
| 30D | -18.8% | -1.3% | -17.5% | -18.7% |
| 3M | -34.1% | -2.3% | -31.8% | -33.9% |
| 6M | -35.3% | +12.6% | -48.0% | -39.4% |
| YTD | -53.4% | -10.1% | -43.3% | -52.1% |
| 1Y | -65.6% | -6.6% | -59.1% | -65.3% |
| 3Y | -5.1% | +54.0% | -59.0% | -23.5% |
| 5Y | +18.5% | +7.0% | +11.6% | +9.5% |
| 10Y | +369.8% | +176.7% | +193.1% | +184.7% |
| All | +331.9% | +998.3% | -666.4% | +41.6% |
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