+24,702.5%
AVGO vs SSNC
+1,082.2%
+23,620.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -3.0% | +0.6% | -3.6% | -3.3% |
| 30D | -14.4% | +6.0% | -20.5% | -17.2% |
| 3M | -14.4% | +21.0% | -35.4% | -23.8% |
| 6M | +13.1% | +12.1% | +1.0% | +4.3% |
| YTD | +3.8% | -3.2% | +7.0% | +2.9% |
| 1Y | +17.8% | -4.4% | +22.1% | +16.9% |
| 3Y | +325.3% | +51.6% | +273.6% | +225.6% |
| 5Y | +689.9% | +21.1% | +668.8% | +577.3% |
| 10Y | +2,597.0% | +177.7% | +2,419.3% | +1,367.3% |
| All | +24,702.5% | +1,082.2% | +23,620.3% | +6,701.6% |
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