+1,065.3%
SSNC vs ACM
+146.5%
+918.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 6M | +12.6% | -19.7% | +32.3% | +21.7% |
| YTD | -10.1% | -28.8% | +18.7% | +1.7% |
| 1Y | -6.6% | -47.9% | +41.3% | +20.1% |
| 3Y | +54.0% | -12.4% | +66.3% | +55.7% |
| 5Y | +7.0% | +0.6% | +6.4% | +1.1% |
| 10Y | +176.7% | +161.3% | +15.5% | +63.5% |
| All | +1,065.3% | +146.5% | +918.7% | +531.9% |
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 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