-28.9%
SNPS vs AHR
+365.8%
-394.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.1% |
| 7D | -11.0% | -1.5% | -9.6% | -10.8% |
| 30D | -1.7% | -1.4% | -0.3% | -1.6% |
| 3M | -20.4% | +18.6% | -38.9% | -22.7% |
| 6M | -8.6% | +6.6% | -15.2% | -9.6% |
| YTD | -16.2% | +17.5% | -33.6% | -19.1% |
| 1Y | -34.6% | +30.9% | -65.4% | -39.0% |
| All | -28.9% | +365.8% | -394.7% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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