+871.4%
AXP vs SSNC
+1,021.7%
-150.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.8% |
| 30D | +2.7% | -2.6% | +5.3% | +3.9% |
| 3M | -7.3% | -0.6% | -6.7% | -7.2% |
| 6M | +1.8% | +19.9% | -18.1% | -8.2% |
| YTD | -13.1% | -8.2% | -4.9% | -10.8% |
| 1Y | -13.7% | -5.5% | -8.2% | -12.7% |
| 3Y | +113.1% | +56.8% | +56.3% | +68.1% |
| 5Y | +85.9% | +7.8% | +78.1% | +74.3% |
| 10Y | +416.7% | +183.3% | +233.3% | +223.6% |
| All | +871.4% | +1,021.7% | -150.4% | +246.0% |
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