+337.4%
AGI vs SSNC
+173.6%
+163.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -2.7% | -4.0% | +1.3% | -2.2% |
| 30D | +7.2% | +0.5% | +6.7% | +7.2% |
| 3M | +4.3% | +18.9% | -14.7% | +1.8% |
| 6M | -27.1% | +10.8% | -37.9% | -28.3% |
| YTD | -6.6% | -7.1% | +0.5% | -6.0% |
| 1Y | +9.5% | -9.6% | +19.1% | +10.6% |
| 3Y | +208.4% | +51.1% | +157.4% | +188.4% |
| 5Y | +401.6% | +19.7% | +382.0% | +373.8% |
| All | +337.4% | +173.6% | +163.8% | +209.5% |
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 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