+185.4%
ARM vs SSNC
+49.2%
+136.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.1% |
| 7D | -10.4% | -2.5% | -7.8% | -9.4% |
| 30D | -31.8% | -2.7% | -29.1% | -31.5% |
| 3M | -32.2% | -0.8% | -31.4% | -32.7% |
| 6M | -14.9% | +15.5% | -30.4% | -22.4% |
| YTD | +66.0% | -8.8% | +74.9% | +78.1% |
| 1Y | +17.2% | -5.8% | +23.0% | +22.0% |
| 3Y | +247.2% | +55.7% | +191.5% | +127.3% |
| All | +185.4% | +49.2% | +136.2% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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