+272.1%
ARMK vs SSNC
+337.0%
-64.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.2% | +4.8% |
| 7D | -2.6% | -3.3% | +0.7% | -0.9% |
| 30D | -5.2% | -1.3% | -3.9% | -5.1% |
| 3M | -6.5% | -2.3% | -4.2% | -6.0% |
| 6M | +15.3% | +12.6% | +2.6% | +6.3% |
| YTD | +43.6% | -10.1% | +53.7% | +48.0% |
| 1Y | +42.1% | -6.6% | +48.6% | +43.4% |
| 3Y | +94.0% | +54.0% | +40.0% | +47.3% |
| 5Y | +96.3% | +7.0% | +89.3% | +79.3% |
| 10Y | +126.7% | +176.7% | -50.0% | +42.0% |
| All | +272.1% | +337.0% | -64.9% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling