+193.0%
ARM vs SSNC
+47.4%
+145.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | -5.3% | -4.5% | -0.8% | -3.5% |
| 30D | -30.0% | -3.9% | -26.2% | -29.3% |
| 3M | -34.1% | -1.3% | -32.7% | -34.4% |
| 6M | -12.6% | +14.1% | -26.8% | -20.0% |
| YTD | +70.4% | -9.9% | +80.3% | +83.7% |
| 1Y | +22.3% | -6.2% | +28.5% | +27.1% |
| 3Y | +261.2% | +56.1% | +205.1% | +134.2% |
| All | +193.0% | +47.4% | +145.5% | +117.3% |
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