+17.5%
SSNC vs ABCL
-79.5%
+97.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -0.1% |
| 7D | -4.5% | +12.4% | -16.9% | -5.2% |
| 30D | -3.9% | -0.4% | -3.5% | -4.1% |
| 3M | -1.3% | +80.4% | -81.7% | -5.8% |
| 6M | +14.1% | +138.5% | -124.4% | +6.0% |
| YTD | -9.9% | +265.5% | -275.4% | -19.5% |
| 1Y | -6.2% | +219.7% | -225.9% | -15.5% |
| 3Y | +56.1% | +209.4% | -153.3% | +36.1% |
| 5Y | +5.4% | -15.0% | +20.4% | -3.9% |
| All | +17.5% | -79.5% | +97.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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