+1,372.3%
AJG vs SSNC
+1,015.4%
+356.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -8.5% | -6.7% | -1.8% | -6.3% |
| 30D | -3.8% | -0.8% | -3.0% | -3.5% |
| 3M | +10.8% | +16.1% | -5.2% | +5.3% |
| 6M | +15.6% | +7.9% | +7.7% | +12.4% |
| YTD | -5.1% | -8.7% | +3.6% | -2.8% |
| 1Y | -16.0% | -9.5% | -6.5% | -13.9% |
| 3Y | +9.7% | +47.7% | -37.9% | -5.2% |
| 5Y | +77.8% | +17.6% | +60.2% | +63.9% |
| 10Y | +478.2% | +167.7% | +310.5% | +305.2% |
| All | +1,372.3% | +1,015.4% | +356.9% | +559.8% |
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