+78.5%
SNPS vs ACHR
-60.3%
+138.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.3% | -0.7% |
| 7D | +1.1% | -9.2% | +10.3% | +2.3% |
| 30D | -5.2% | -1.0% | -4.2% | -5.3% |
| 3M | +10.6% | -42.2% | +52.7% | +18.4% |
| 6M | -10.6% | -38.2% | +27.6% | -6.2% |
| YTD | -3.1% | -46.4% | +43.3% | +2.9% |
| 1Y | +15.6% | -49.4% | +64.9% | +23.3% |
| 3Y | -12.9% | -22.5% | +9.6% | -18.7% |
| 5Y | +31.2% | -29.8% | +61.0% | +8.2% |
| All | +78.5% | -60.3% | +138.8% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling