+97.5%
SNPS vs ABCL
-79.5%
+177.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.6% | +3.0% |
| 7D | +0.2% | +12.4% | -12.2% | -1.3% |
| 30D | -8.4% | -0.4% | -8.1% | -8.5% |
| 3M | +12.3% | +80.4% | -68.1% | +2.8% |
| 6M | -9.6% | +138.5% | -148.1% | -21.4% |
| YTD | -0.6% | +265.5% | -266.1% | -19.2% |
| 1Y | +18.7% | +219.7% | -201.0% | -2.0% |
| 3Y | -7.6% | +209.4% | -217.0% | -27.6% |
| 5Y | +34.1% | -15.0% | +49.1% | +18.2% |
| All | +97.5% | -79.5% | +177.1% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling