+302.2%
ARMK vs SSNC
+370.4%
-68.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | 0.0% | +6.0% | -6.0% | -3.0% |
| 3M | +6.7% | +21.0% | -14.3% | -4.3% |
| 6M | +38.8% | +12.1% | +26.7% | +28.9% |
| YTD | +55.2% | -3.2% | +58.4% | +55.0% |
| 1Y | +46.6% | -4.4% | +51.0% | +46.9% |
| 3Y | +112.9% | +51.6% | +61.3% | +64.3% |
| 5Y | +144.0% | +21.1% | +122.9% | +110.0% |
| 10Y | +132.4% | +177.7% | -45.3% | +43.4% |
| All | +302.2% | +370.4% | -68.2% | +124.5% |
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