+183.9%
SSNC vs ACM
+132.6%
+51.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +2.3% | +5.6% | -3.3% | -0.3% |
| 30D | -3.1% | +20.8% | -23.9% | -11.2% |
| 3M | -2.7% | +11.4% | -14.2% | -7.9% |
| 6M | +23.7% | +0.9% | +22.7% | +21.5% |
| YTD | -8.0% | -24.8% | +16.8% | +2.5% |
| 1Y | -4.7% | -46.4% | +41.7% | +23.9% |
| 3Y | +58.0% | -9.2% | +67.2% | +55.9% |
| 5Y | +8.0% | +5.0% | +3.0% | -1.8% |
| All | +183.9% | +132.6% | +51.3% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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