-22.5%
AAL vs SNPS
+2,358.1%
-2,380.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.3% |
| 7D | +3.4% | -0.2% | +3.6% | +3.7% |
| 30D | +11.7% | -8.0% | +19.8% | +16.6% |
| 3M | -7.8% | +12.5% | -20.2% | -16.0% |
| 6M | +10.2% | -10.5% | +20.7% | +13.3% |
| YTD | -8.0% | -1.6% | -6.4% | -12.5% |
| 1Y | +8.5% | +16.8% | -8.3% | -6.9% |
| 3Y | +19.5% | -10.9% | +30.4% | -1.6% |
| 5Y | -33.9% | +35.8% | -69.7% | -62.3% |
| 10Y | -66.0% | +675.0% | -741.0% | -96.5% |
| All | -22.5% | +2,358.1% | -2,380.6% | -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