-8.2%
SSNC vs ABCL
+171.1%
-179.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | -1.8% | +1.4% | -3.2% | -1.8% |
| 30D | +1.9% | +65.1% | -63.2% | +0.7% |
| 3M | +18.4% | +111.1% | -92.7% | +15.7% |
| 6M | +7.0% | +231.6% | -224.6% | +1.5% |
| YTD | -6.9% | +234.5% | -241.4% | -12.2% |
| 1Y | -8.2% | +174.3% | -182.5% | -13.8% |
| All | -8.2% | +171.1% | -179.3% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling