+109.5%
AS vs SNY
+1.3%
+108.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -4.9% | -3.3% | -1.6% | -4.0% |
| 30D | -15.0% | -2.2% | -12.9% | -14.4% |
| 3M | -21.2% | -3.0% | -18.1% | -20.5% |
| 6M | -16.0% | +2.7% | -18.7% | -16.3% |
| YTD | -24.8% | -6.8% | -18.0% | -23.5% |
| 1Y | -24.1% | -5.3% | -18.8% | -23.4% |
| All | +109.5% | +1.3% | +108.2% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling