-35.6%
SNPS vs ADM
+38.4%
-74.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -5.8% | +11.0% | -16.8% | -4.6% |
| 3M | -17.2% | +6.0% | -23.2% | -16.6% |
| 6M | -10.4% | +26.9% | -37.3% | -9.3% |
| YTD | -16.5% | +50.0% | -66.6% | -16.4% |
| 1Y | -35.6% | +39.6% | -75.2% | -34.6% |
| All | -35.6% | +38.4% | -74.0% | -34.6% |
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