+3.2%
AVTR vs SSNC
+55.2%
-52.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.7% |
| 7D | +2.7% | +0.6% | +2.0% | +2.3% |
| 30D | +12.1% | +6.0% | +6.0% | +7.6% |
| 3M | +57.2% | +21.0% | +36.3% | +36.6% |
| 6M | +73.1% | +12.1% | +61.0% | +58.1% |
| YTD | +30.6% | -3.2% | +33.9% | +31.8% |
| 1Y | +13.5% | -4.4% | +17.9% | +15.6% |
| 3Y | -31.0% | +51.6% | -82.6% | -49.3% |
| 5Y | -63.2% | +21.1% | -84.3% | -68.9% |
| All | +3.2% | +55.2% | -52.0% | -38.1% |
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