+278.5%
AVGO vs SSNC
+58.0%
+220.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -4.9% | -4.8% |
| 7D | +18.2% | +2.3% | +15.9% | +17.5% |
| 30D | +0.2% | -3.1% | +3.3% | +0.7% |
| 3M | -16.8% | -2.7% | -14.1% | -16.6% |
| 6M | -16.5% | +23.7% | -40.1% | -23.4% |
| YTD | +0.8% | -8.0% | +8.8% | +5.9% |
| 1Y | +2.8% | -4.7% | +7.5% | +5.7% |
| 3Y | +278.5% | +58.0% | +220.6% | +190.5% |
| All | +278.5% | +58.0% | +220.6% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling