+66.5%
AG vs SSNC
+169.0%
-102.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.7% |
| 7D | -5.8% | -6.7% | +0.9% | -3.9% |
| 30D | +6.4% | -0.8% | +7.2% | +6.6% |
| 3M | +28.4% | +16.1% | +12.3% | +22.2% |
| 6M | -24.5% | +7.9% | -32.4% | -26.8% |
| YTD | +21.2% | -8.7% | +29.9% | +23.3% |
| 1Y | +114.1% | -9.5% | +123.6% | +118.1% |
| 3Y | +268.0% | +47.7% | +220.4% | +218.6% |
| 5Y | +67.3% | +17.6% | +49.7% | +52.1% |
| All | +66.5% | +169.0% | -102.5% | +8.3% |
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