+909.1%
AWK vs SSNC
+1,023.6%
-114.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.1% | +2.3% | -2.2% | -0.3% |
| 30D | +14.3% | -3.1% | +17.4% | +14.9% |
| 3M | +10.3% | -2.7% | +13.0% | +10.8% |
| 6M | +18.9% | +23.7% | -4.7% | +13.4% |
| YTD | +17.7% | -8.0% | +25.7% | +18.9% |
| 1Y | +16.9% | -4.7% | +21.6% | +17.1% |
| 3Y | +32.2% | +58.0% | -25.8% | +17.7% |
| 5Y | -2.2% | +8.0% | -10.1% | -6.9% |
| 10Y | +156.1% | +183.8% | -27.7% | +101.8% |
| All | +909.1% | +1,023.6% | -114.5% | +489.8% |
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