+107.2%
AS vs SNY
+1.5%
+105.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -2.8% | -3.6% | +0.9% | -1.7% |
| 30D | -23.2% | -1.4% | -21.8% | -22.8% |
| 3M | -20.1% | -4.2% | -15.9% | -19.1% |
| 6M | -18.5% | +2.0% | -20.5% | -18.8% |
| YTD | -25.6% | -6.7% | -19.0% | -24.3% |
| 1Y | -24.4% | -4.7% | -19.7% | -23.9% |
| All | +107.2% | +1.5% | +105.8% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling