+293.4%
ARM vs SSNC
+57.9%
+235.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.8% | +11.3% | +11.8% |
| 7D | +6.0% | -0.2% | +6.2% | +6.2% |
| 30D | -20.3% | -1.9% | -18.4% | -20.2% |
| 3M | -24.4% | -0.2% | -24.2% | -25.0% |
| 6M | -4.4% | +19.4% | -23.8% | -13.9% |
| YTD | +86.0% | -8.1% | +94.1% | +99.5% |
| 1Y | +35.8% | -5.3% | +41.1% | +41.7% |
| All | +293.4% | +57.9% | +235.5% | +181.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling