+137.9%
ARMK vs SSNC
+162.7%
-24.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | +0.3% | -3.9% | +4.2% | +2.5% |
| 30D | +2.4% | -0.2% | +2.5% | +2.3% |
| 3M | +6.1% | +15.9% | -9.9% | -4.0% |
| 6M | +41.8% | +7.5% | +34.3% | +33.4% |
| YTD | +55.5% | -8.2% | +63.8% | +60.0% |
| 1Y | +49.6% | -9.3% | +58.9% | +54.6% |
| 3Y | +122.8% | +48.5% | +74.3% | +65.8% |
| 5Y | +151.0% | +16.0% | +135.0% | +115.2% |
| 10Y | +137.9% | +169.2% | -31.2% | +48.0% |
| All | +137.9% | +162.7% | -24.7% | +48.0% |
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