+66.6%
SNPS vs ABCL
-81.3%
+147.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.3% |
| 3M | -20.4% | +79.4% | -99.8% | -27.3% |
| 6M | -8.6% | +214.9% | -223.5% | -23.3% |
| YTD | -16.2% | +234.2% | -250.4% | -30.7% |
| 1Y | -34.6% | +174.8% | -209.3% | -44.9% |
| 3Y | -14.5% | +104.5% | -118.9% | -29.0% |
| 5Y | +17.0% | -39.0% | +56.0% | +6.2% |
| All | +66.6% | -81.3% | +147.9% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling