-24.8%
AR vs SNY
+46.5%
-71.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -1.2% | -3.6% | +2.5% | -0.2% |
| 30D | +5.5% | -1.4% | +7.0% | +5.9% |
| 3M | +12.9% | -4.2% | +17.1% | +13.9% |
| 6M | +0.1% | +2.0% | -1.9% | -1.1% |
| YTD | +13.5% | -6.7% | +20.2% | +14.9% |
| 1Y | +21.6% | -4.7% | +26.3% | +21.7% |
| 3Y | +46.0% | -8.1% | +54.1% | +43.5% |
| 5Y | +143.7% | +8.2% | +135.5% | +122.2% |
| 10Y | +44.3% | +64.8% | -20.5% | +11.1% |
| All | -24.8% | +46.5% | -71.2% | -39.4% |
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