-12.9%
SNPS vs ABCL
+185.8%
-198.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +1.1% | -3.3% | +4.3% | +1.4% |
| 30D | -5.2% | -7.1% | +2.0% | -4.5% |
| 3M | +10.6% | +4.7% | +5.8% | +9.2% |
| 6M | -10.6% | +140.9% | -151.5% | -21.5% |
| YTD | -3.1% | +236.0% | -239.1% | -19.3% |
| 1Y | +15.6% | +217.4% | -201.8% | -3.2% |
| 3Y | -12.9% | +188.7% | -201.6% | -29.8% |
| All | -12.9% | +185.8% | -198.8% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling