-4.1%
SSNC vs ADVB
-97.1%
+93.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.0% | -9.2% | +0.7% |
| 7D | -0.2% | +10.5% | -10.6% | -0.3% |
| 30D | -1.9% | -56.0% | +54.1% | -1.1% |
| 3M | -0.2% | -70.1% | +70.0% | +1.1% |
| 6M | +19.4% | -53.7% | +73.1% | +18.7% |
| YTD | -8.1% | -60.3% | +52.2% | -8.7% |
| 1Y | -5.3% | -73.1% | +67.9% | -4.9% |
| All | -4.1% | -97.1% | +93.0% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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