+94.6%
SNPS vs ABCL
-79.6%
+174.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -0.6% | +2.3% | -2.9% | -0.9% |
| 30D | -9.8% | -0.7% | -9.1% | -9.9% |
| 3M | +11.7% | +33.4% | -21.7% | +7.0% |
| 6M | -10.9% | +137.8% | -148.7% | -22.5% |
| YTD | -2.1% | +264.3% | -266.4% | -20.4% |
| 1Y | +14.8% | +209.2% | -194.4% | -4.8% |
| 3Y | -11.3% | +208.4% | -219.8% | -30.6% |
| 5Y | +36.2% | -11.9% | +48.1% | +19.8% |
| All | +94.6% | -79.6% | +174.1% | +83.8% |
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