+465.4%
AXP vs SSNC
+175.8%
+289.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.4% |
| 7D | -2.1% | +0.6% | -2.8% | -2.5% |
| 30D | -6.5% | +6.0% | -12.6% | -9.8% |
| 3M | +4.6% | +21.0% | -16.3% | -7.8% |
| 6M | +5.4% | +12.1% | -6.7% | -3.1% |
| YTD | -11.1% | -3.2% | -7.9% | -10.9% |
| 1Y | -0.3% | -4.4% | +4.1% | +0.5% |
| 3Y | +111.6% | +51.6% | +60.0% | +60.0% |
| 5Y | +117.6% | +21.1% | +96.5% | +86.4% |
| All | +465.4% | +175.8% | +289.7% | +241.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling