+228.9%
ARM vs SSNC
+54.4%
+174.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.0% |
| 7D | -15.2% | -3.3% | -11.9% | -14.1% |
| 30D | -40.7% | -1.3% | -39.4% | -40.8% |
| 3M | -39.1% | -2.3% | -36.8% | -39.1% |
| 6M | -26.4% | +12.6% | -39.1% | -31.8% |
| YTD | +59.7% | -10.1% | +69.9% | +72.7% |
| 1Y | +10.3% | -6.6% | +16.9% | +15.3% |
| 3Y | +228.9% | +54.0% | +174.9% | +116.6% |
| All | +228.9% | +54.4% | +174.4% | +116.6% |
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