+15.9%
AJG vs SSNC
-3.9%
+19.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.2% |
| 7D | +10.7% | -1.1% | +11.9% | +11.3% |
| 30D | +26.9% | +0.6% | +26.3% | +26.3% |
| 3M | +16.6% | -1.5% | +18.0% | +17.2% |
| 6M | +40.1% | +15.8% | +24.3% | +31.3% |
| YTD | +12.4% | -8.0% | +20.4% | +8.6% |
| 1Y | +15.9% | -5.8% | +21.8% | +12.2% |
| All | +15.9% | -3.9% | +19.9% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling