+1,154.3%
SSNC vs ARWR
+637.9%
+516.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.6% | +1.7% | -1.0% | +0.5% |
| 30D | +6.0% | -0.7% | +6.7% | +6.1% |
| 3M | +21.0% | +14.9% | +6.1% | +18.9% |
| 6M | +12.1% | +32.6% | -20.5% | +8.4% |
| YTD | -3.2% | +30.0% | -33.3% | -6.5% |
| 1Y | -4.4% | +208.4% | -212.7% | -15.5% |
| 3Y | +51.6% | +208.8% | -157.2% | +28.5% |
| 5Y | +21.1% | +27.8% | -6.7% | +8.1% |
| 10Y | +177.7% | +1,107.6% | -929.9% | +91.9% |
| All | +1,154.3% | +637.9% | +516.4% | +722.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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