+605.7%
SSNC vs AMBA
+772.6%
-166.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -1.6% |
| 7D | -3.3% | -7.2% | +3.9% | -2.4% |
| 30D | -1.3% | -10.4% | +9.1% | -0.1% |
| 3M | -2.3% | -30.1% | +27.8% | +2.1% |
| 6M | +12.6% | -22.4% | +35.1% | +12.5% |
| YTD | -10.1% | -17.3% | +7.2% | -12.0% |
| 1Y | -6.6% | -35.4% | +28.8% | -5.3% |
| 3Y | +54.0% | +18.6% | +35.3% | +34.0% |
| 5Y | +7.0% | -69.8% | +76.8% | +9.0% |
| 10Y | +176.7% | +1.1% | +175.6% | +110.3% |
| All | +605.7% | +772.6% | -166.9% | +273.1% |
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