+16.5%
SNPS vs ADM
+26.0%
-9.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.6% |
| 7D | +0.2% | -7.8% | +8.0% | -1.9% |
| 30D | -8.4% | -12.6% | +4.1% | -11.5% |
| 3M | +12.3% | -8.2% | +20.5% | +9.6% |
| 6M | -9.6% | -8.9% | -0.7% | -11.7% |
| YTD | -0.6% | +24.0% | -24.6% | +4.2% |
| All | +16.5% | +26.0% | -9.5% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling