-17.2%
AA vs SNY
+241.9%
-259.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -3.4% | -3.3% | -0.1% | -1.6% |
| 30D | -5.8% | -2.2% | -3.6% | -4.6% |
| 3M | -29.9% | -3.0% | -26.9% | -28.9% |
| 6M | -27.0% | +2.7% | -29.8% | -29.0% |
| YTD | -8.7% | -6.8% | -1.9% | -6.5% |
| 1Y | +50.6% | -5.3% | +55.9% | +51.5% |
| 3Y | +74.1% | -9.8% | +83.9% | +70.9% |
| 5Y | +2.6% | +9.7% | -7.1% | -13.9% |
| 10Y | +121.0% | +64.5% | +56.5% | +40.0% |
| All | -17.2% | +241.9% | -259.2% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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