-34.6%
SNPS vs ABCL
+186.8%
-221.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.2% |
| 7D | -11.0% | +0.7% | -11.7% | -11.1% |
| 30D | -1.7% | +93.1% | -94.8% | -10.2% |
| 3M | -20.4% | +79.4% | -99.8% | -27.4% |
| 6M | -8.6% | +214.9% | -223.5% | -26.1% |
| YTD | -16.2% | +234.2% | -250.4% | -33.9% |
| 1Y | -34.6% | +174.8% | -209.3% | -47.3% |
| All | -34.6% | +186.8% | -221.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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