-1.2%
SNPS vs ADVB
-97.6%
+96.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.5% | +4.6% | -5.1% |
| 7D | -10.2% | -28.0% | +17.9% | -10.9% |
| 30D | -12.8% | -70.2% | +57.4% | -15.6% |
| 3M | +9.9% | -76.1% | +85.9% | +5.9% |
| 6M | -12.4% | -72.3% | +59.9% | -13.2% |
| YTD | -6.3% | -67.5% | +61.2% | -6.1% |
| 1Y | +7.6% | -78.6% | +86.2% | +6.5% |
| All | -1.2% | -97.6% | +96.4% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling