+214.7%
AGI vs SSNC
+1,021.3%
-806.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +2.2% | -3.9% | +6.1% | +2.6% |
| 30D | +11.3% | -0.2% | +11.4% | +11.3% |
| 3M | +5.6% | +15.9% | -10.3% | +4.0% |
| 6M | -27.7% | +7.5% | -35.1% | -28.3% |
| YTD | -4.1% | -8.2% | +4.1% | -3.5% |
| 1Y | +13.8% | -9.3% | +23.1% | +14.5% |
| 3Y | +217.0% | +48.5% | +168.6% | +202.5% |
| 5Y | +404.3% | +16.0% | +388.3% | +386.6% |
| 10Y | +400.5% | +169.2% | +231.3% | +343.7% |
| All | +214.7% | +1,021.3% | -806.6% | +115.2% |
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