+5,829.8%
SNPS vs ADM
+1,061.5%
+4,768.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +0.2% | -7.8% | +8.0% | +2.1% |
| 30D | -8.4% | -12.6% | +4.1% | -5.7% |
| 3M | +12.3% | -8.2% | +20.5% | +13.9% |
| 6M | -9.6% | -8.9% | -0.7% | -8.4% |
| YTD | -0.6% | +24.0% | -24.6% | -7.1% |
| 1Y | +18.7% | +26.2% | -7.5% | +10.2% |
| 3Y | -7.6% | +7.0% | -14.6% | -13.2% |
| 5Y | +34.1% | +24.9% | +9.2% | +19.0% |
| 10Y | +691.2% | +102.6% | +588.6% | +504.3% |
| All | +5,829.8% | +1,061.5% | +4,768.3% | +2,320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling