+16.5%
SNPS vs ACHR
-41.7%
+58.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -5.5% | +4.9% | -10.4% | -6.1% |
| 30D | -5.8% | +4.3% | -10.1% | -6.6% |
| 3M | -17.2% | +1.7% | -18.9% | -18.3% |
| 6M | -10.4% | -6.9% | -3.5% | -10.8% |
| YTD | -16.5% | -22.5% | +5.9% | -15.3% |
| 1Y | -35.6% | -31.5% | -4.1% | -34.2% |
| 3Y | -14.6% | -14.4% | -0.2% | -21.0% |
| 5Y | +16.5% | -41.6% | +58.1% | -5.0% |
| All | +16.5% | -41.7% | +58.2% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 5y: compounded portfolio wealth divided by compounded ACHR 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…
5y analysis · Full analysis span regression · 6 months rolling