+424.9%
AXP vs SSNC
+186.8%
+238.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +3.7% | -1.9% | +5.6% | +4.7% |
| 3M | -4.9% | -0.2% | -4.7% | -5.2% |
| 6M | +4.1% | +19.4% | -15.3% | -8.2% |
| YTD | -11.7% | -8.1% | -3.6% | -9.0% |
| 1Y | -11.7% | -5.3% | -6.5% | -10.7% |
| 3Y | +116.5% | +56.9% | +59.6% | +59.4% |
| 5Y | +89.5% | +8.0% | +81.5% | +73.2% |
| 10Y | +424.9% | +183.6% | +241.3% | +224.1% |
| All | +424.9% | +186.8% | +238.1% | +224.1% |
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 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