+199.6%
ARM vs SSNC
+50.5%
+149.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | +9.1% | +2.3% | +6.8% | +8.1% |
| 30D | -19.9% | -3.1% | -16.8% | -19.3% |
| 3M | -31.6% | -2.7% | -28.9% | -31.4% |
| 6M | -13.9% | +23.7% | -37.6% | -24.6% |
| YTD | +74.3% | -8.0% | +82.3% | +86.3% |
| 1Y | +35.8% | -4.7% | +40.5% | +40.5% |
| 3Y | +268.6% | +58.0% | +210.6% | +139.1% |
| All | +199.6% | +50.5% | +149.1% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling