+54.8%
SSNC vs BAM
+84.8%
-30.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | -0.2% | -2.9% | +2.7% | +0.9% |
| 30D | -1.9% | +14.7% | -16.6% | -7.3% |
| 3M | -0.2% | -4.1% | +4.0% | +1.1% |
| 6M | +19.4% | +9.6% | +9.8% | +14.3% |
| YTD | -8.1% | +3.4% | -11.5% | -10.3% |
| 1Y | -5.3% | +1.0% | -6.3% | -6.9% |
| 3Y | +56.9% | +88.2% | -31.3% | +16.7% |
| All | +54.8% | +84.8% | -30.1% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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