+36.2%
SNPS vs ACHR
-21.2%
+57.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | -0.6% | +14.0% | -14.7% | -2.5% |
| 30D | -9.8% | -5.0% | -4.8% | -9.4% |
| 3M | +11.7% | -24.8% | +36.5% | +15.4% |
| 6M | -10.9% | -27.3% | +16.4% | -8.5% |
| YTD | -2.1% | -37.4% | +35.3% | +1.9% |
| 1Y | +14.8% | -44.3% | +59.0% | +20.9% |
| 3Y | -11.3% | -5.2% | -6.1% | -19.4% |
| 5Y | +36.2% | -20.8% | +57.1% | +9.2% |
| All | +36.2% | -21.2% | +57.5% | +9.2% |
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