+4,901.1%
SNPS vs AIG
-25.5%
+4,926.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.3% |
| 7D | -11.0% | -0.9% | -10.1% | -10.9% |
| 30D | -1.7% | -4.9% | +3.1% | -1.0% |
| 3M | -20.4% | +4.5% | -24.8% | -21.0% |
| 6M | -8.6% | -1.4% | -7.2% | -8.6% |
| YTD | -16.2% | -9.8% | -6.4% | -15.2% |
| 1Y | -34.6% | -4.5% | -30.0% | -34.4% |
| 3Y | -14.5% | +37.4% | -51.9% | -18.9% |
| 5Y | +17.0% | +55.0% | -38.0% | +8.4% |
| 10Y | +560.0% | +63.7% | +496.4% | +483.6% |
| All | +4,901.1% | -25.5% | +4,926.6% | +2,831.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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