+1,081.9%
SSNC vs ACM
+160.9%
+921.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | -2.5% | +6.6% | -9.2% | -5.3% |
| 30D | -2.7% | +19.8% | -22.5% | -10.0% |
| 3M | -0.8% | -3.1% | +2.3% | -0.4% |
| 6M | +15.5% | -11.5% | +27.0% | +19.7% |
| YTD | -8.8% | -24.7% | +15.9% | +0.6% |
| 1Y | -5.8% | -45.1% | +39.2% | +18.3% |
| 3Y | +55.7% | -8.9% | +64.6% | +54.8% |
| 5Y | +6.7% | +5.4% | +1.3% | -1.2% |
| 10Y | +184.0% | +131.1% | +53.0% | +76.5% |
| All | +1,081.9% | +160.9% | +921.0% | +525.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling