+1,562.0%
AZO vs SSNC
+1,034.4%
+527.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -3.6% | -4.0% | +0.5% | -2.6% |
| 30D | -5.6% | +0.5% | -6.1% | -5.7% |
| 3M | -6.6% | +18.9% | -25.6% | -10.8% |
| 6M | -22.5% | +10.8% | -33.3% | -24.8% |
| YTD | -15.2% | -7.1% | -8.0% | -14.2% |
| 1Y | -33.9% | -9.6% | -24.3% | -32.8% |
| 3Y | +11.8% | +51.1% | -39.3% | -1.0% |
| 5Y | +85.5% | +19.7% | +65.9% | +72.3% |
| 10Y | +298.2% | +172.3% | +125.9% | +200.6% |
| All | +1,562.0% | +1,034.4% | +527.6% | +911.4% |
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