+125.3%
AS vs SNY
+14.8%
+110.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -3.6% | +3.3% | -6.9% | -4.6% |
| 30D | +3.4% | +23.9% | -20.5% | -2.9% |
| 3M | -8.6% | +10.9% | -19.5% | -11.3% |
| 6M | -10.0% | +13.1% | -23.1% | -13.2% |
| YTD | -19.2% | +5.5% | -24.7% | -20.7% |
| 1Y | -3.8% | -1.5% | -2.3% | -4.2% |
| All | +125.3% | +14.8% | +110.5% | +122.0% |
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