+4,901.1%
SNPS vs ADM
+1,307.1%
+3,594.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | +3.8% | -14.8% | -11.9% |
| 30D | -1.7% | +9.8% | -11.5% | -4.2% |
| 3M | -20.4% | +2.1% | -22.5% | -21.1% |
| 6M | -8.6% | +27.5% | -36.1% | -14.7% |
| YTD | -16.2% | +50.2% | -66.4% | -24.9% |
| 1Y | -34.6% | +40.6% | -75.2% | -40.6% |
| 3Y | -14.5% | +17.2% | -31.7% | -21.0% |
| 5Y | +17.0% | +61.9% | -44.9% | -2.3% |
| 10Y | +560.0% | +159.3% | +400.8% | +376.3% |
| All | +4,901.1% | +1,307.1% | +3,594.0% | +1,857.0% |
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