+572.1%
SNPS vs ADM
+178.5%
+393.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -4.6% | +3.0% | -7.6% | -5.2% |
| 30D | -3.3% | +8.7% | -12.0% | -5.2% |
| 3M | -13.8% | +7.6% | -21.4% | -15.5% |
| 6M | -8.2% | +26.9% | -35.1% | -13.8% |
| YTD | -15.4% | +54.3% | -69.7% | -24.5% |
| 1Y | +2.4% | +45.7% | -43.2% | -7.6% |
| 3Y | -13.5% | +21.9% | -35.4% | -19.7% |
| 5Y | +19.5% | +67.2% | -47.7% | -5.0% |
| All | +572.1% | +178.5% | +393.7% | +313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling