+659.6%
SSNC vs AMBA
+837.3%
-177.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +0.6% | -11.0% | +11.6% | +2.3% |
| 30D | +6.0% | -23.2% | +29.2% | +10.0% |
| 3M | +21.0% | -12.7% | +33.7% | +20.5% |
| 6M | +12.1% | +11.2% | +0.9% | +5.9% |
| YTD | -3.2% | -11.2% | +8.0% | -5.7% |
| 1Y | -4.4% | -22.5% | +18.2% | -5.7% |
| 3Y | +51.6% | -1.3% | +52.9% | +37.1% |
| 5Y | +21.1% | -54.2% | +75.3% | +15.6% |
| 10Y | +177.7% | -6.1% | +183.8% | +113.6% |
| All | +659.6% | +837.3% | -177.6% | +299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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