+611.2%
SSNC vs AMBA
+722.2%
-111.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.9% | -0.3% |
| 7D | -2.8% | -14.6% | +11.7% | -0.7% |
| 30D | +0.4% | -18.8% | +19.2% | +3.1% |
| 3M | -0.7% | -32.6% | +31.9% | +4.3% |
| 6M | +13.9% | -25.8% | +39.7% | +14.4% |
| YTD | -9.4% | -22.1% | +12.7% | -10.5% |
| 1Y | -7.4% | -36.2% | +28.9% | -6.0% |
| 3Y | +55.7% | +10.0% | +45.7% | +37.1% |
| 5Y | +7.8% | -71.6% | +79.4% | +10.8% |
| 10Y | +178.8% | -4.7% | +183.6% | +113.8% |
| All | +611.2% | +722.2% | -111.1% | +279.3% |
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