+19.5%
SNPS vs AMCR
-9.6%
+29.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -4.6% | -5.0% | +0.4% | -3.0% |
| 30D | -3.3% | -8.0% | +4.6% | -0.8% |
| 3M | -13.8% | +14.3% | -28.0% | -18.2% |
| 6M | -8.2% | +5.3% | -13.5% | -10.8% |
| YTD | -15.4% | +7.7% | -23.2% | -19.5% |
| 1Y | +2.4% | +10.8% | -8.4% | -3.8% |
| 3Y | -13.5% | +9.6% | -23.1% | -21.8% |
| 5Y | +19.5% | -10.2% | +29.6% | +22.0% |
| All | +19.5% | -9.6% | +29.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling