+5,775.4%
SNPS vs AIG
-18.7%
+5,794.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +5.1% | +2.0% | +3.1% | +4.7% |
| 30D | -6.4% | +6.3% | -12.8% | -7.4% |
| 3M | +12.2% | +9.2% | +3.1% | +10.6% |
| 6M | -9.8% | +9.5% | -19.4% | -11.3% |
| YTD | -1.5% | -1.6% | +0.1% | -1.8% |
| 1Y | +16.0% | +8.5% | +7.6% | +13.9% |
| 3Y | -10.8% | +38.3% | -49.1% | -15.6% |
| 5Y | +33.3% | +59.0% | -25.7% | +22.9% |
| 10Y | +675.9% | +67.8% | +608.1% | +582.0% |
| All | +5,775.4% | -18.7% | +5,794.2% | +3,294.7% |
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