+54.0%
SSNC vs ABCL
+156.0%
-102.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.5% | -1.1% |
| 7D | -3.3% | -3.2% | -0.2% | -3.3% |
| 30D | -1.3% | -7.4% | +6.1% | -1.1% |
| 3M | -2.3% | +81.9% | -84.2% | -6.2% |
| 6M | +12.6% | +135.7% | -123.1% | +5.3% |
| YTD | -10.1% | +247.4% | -257.5% | -19.0% |
| 1Y | -6.6% | +162.3% | -168.8% | -14.2% |
| 3Y | +54.0% | +165.5% | -111.5% | +35.4% |
| All | +54.0% | +156.0% | -102.1% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling