+448.7%
AXP vs SSNC
+172.0%
+276.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.8% |
| 7D | +0.6% | -3.3% | +3.9% | +2.6% |
| 30D | +5.8% | -1.3% | +7.1% | +6.4% |
| 3M | -6.0% | -2.3% | -3.7% | -5.1% |
| 6M | +0.3% | +12.6% | -12.3% | -8.3% |
| YTD | -12.3% | -10.1% | -2.2% | -8.3% |
| 1Y | -11.2% | -6.6% | -4.7% | -9.5% |
| 3Y | +117.0% | +54.0% | +63.1% | +61.8% |
| 5Y | +93.2% | +7.0% | +86.2% | +77.7% |
| All | +448.7% | +172.0% | +276.7% | +246.9% |
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