-22.2%
AAL vs SNPS
+2,383.9%
-2,406.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.7% | +3.8% | +5.4% |
| 7D | +8.3% | +0.2% | +8.1% | +8.3% |
| 30D | +11.0% | -8.4% | +19.4% | +16.1% |
| 3M | -11.2% | +12.3% | -23.4% | -19.0% |
| 6M | +6.1% | -9.6% | +15.7% | +8.4% |
| YTD | -7.6% | -0.6% | -7.0% | -12.6% |
| 1Y | +3.7% | +18.7% | -15.0% | -11.9% |
| 3Y | +20.5% | -7.6% | +28.1% | -3.2% |
| 5Y | -36.4% | +34.1% | -70.5% | -63.3% |
| 10Y | -65.4% | +691.2% | -756.7% | -96.5% |
| All | -22.2% | +2,383.9% | -2,406.1% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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