+22.2%
SSNC vs ACM
+5.0%
+17.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.6% | -3.7% | +4.4% | +2.2% |
| 30D | +6.0% | -11.1% | +17.2% | +10.8% |
| 3M | +21.0% | -8.0% | +29.0% | +24.3% |
| 6M | +12.1% | -29.7% | +41.7% | +29.0% |
| YTD | -3.2% | -29.4% | +26.1% | +10.5% |
| 1Y | -4.4% | -46.4% | +42.1% | +23.1% |
| 3Y | +51.6% | -22.3% | +74.0% | +57.7% |
| All | +22.2% | +5.0% | +17.2% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling