+169.2%
SSNC vs ACM
+124.8%
+44.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | 0.0% |
| 7D | -3.9% | -3.7% | -0.2% | -2.3% |
| 30D | -0.2% | -12.7% | +12.5% | +5.2% |
| 3M | +15.9% | -9.8% | +25.7% | +20.3% |
| 6M | +7.5% | -31.4% | +38.9% | +25.1% |
| YTD | -8.2% | -32.1% | +23.9% | +6.8% |
| 1Y | -9.3% | -47.8% | +38.5% | +17.8% |
| 3Y | +48.5% | -22.1% | +70.5% | +57.7% |
| 5Y | +16.0% | +1.8% | +14.2% | +7.7% |
| 10Y | +169.2% | +132.5% | +36.6% | +72.8% |
| All | +169.2% | +124.8% | +44.4% | +72.8% |
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