-25.3%
AS vs SNY
-4.6%
-20.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -3.9% | -3.6% | -0.2% | -2.7% |
| 30D | -19.0% | -1.9% | -17.1% | -18.4% |
| 3M | -18.8% | -2.0% | -16.9% | -18.3% |
| 6M | -21.0% | +2.5% | -23.5% | -20.5% |
| YTD | -26.6% | -7.0% | -19.7% | -26.0% |
| 1Y | -25.3% | -4.4% | -20.9% | -26.6% |
| All | -25.3% | -4.6% | -20.8% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling