-31.5%
BAH vs SSNC
+51.8%
-83.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | +0.5% |
| 7D | -4.3% | -1.8% | -2.6% | -3.7% |
| 30D | -4.5% | +1.9% | -6.4% | -5.1% |
| 3M | -7.6% | +18.4% | -26.0% | -13.1% |
| 6M | -10.6% | +7.0% | -17.6% | -13.8% |
| YTD | -12.6% | -6.9% | -5.6% | -13.8% |
| 1Y | -27.0% | -8.2% | -18.8% | -27.9% |
| 3Y | -31.5% | +50.5% | -82.0% | -36.0% |
| All | -31.5% | +51.8% | -83.3% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling