+454.0%
AVAV vs SSNC
+1,082.2%
-628.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.3% |
| 7D | -2.2% | +0.6% | -2.9% | -2.5% |
| 30D | -13.9% | +6.0% | -20.0% | -16.1% |
| 3M | -29.2% | +21.0% | -50.2% | -35.2% |
| 6M | -36.1% | +12.1% | -48.2% | -39.6% |
| YTD | -40.2% | -3.2% | -37.0% | -40.1% |
| 1Y | -36.2% | -4.4% | -31.8% | -35.8% |
| 3Y | +47.5% | +51.6% | -4.1% | +20.3% |
| 5Y | +39.3% | +21.1% | +18.2% | +22.7% |
| 10Y | +482.6% | +177.7% | +304.9% | +253.5% |
| All | +454.0% | +1,082.2% | -628.2% | +77.1% |
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