+5.8%
SSNC vs ACM
-2.7%
+8.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.3% | +5.4% | -8.7% | -5.5% |
| 30D | -1.3% | +15.1% | -16.4% | -7.0% |
| 3M | -2.3% | -10.5% | +8.1% | +1.6% |
| 6M | +12.6% | -19.7% | +32.3% | +22.2% |
| YTD | -10.1% | -28.8% | +18.7% | +2.4% |
| 1Y | -6.6% | -47.9% | +41.3% | +23.0% |
| 3Y | +54.0% | -12.4% | +66.3% | +48.7% |
| All | +5.8% | -2.7% | +8.5% | -6.9% |
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