+556.6%
SNPS vs AME
+421.6%
+134.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.5% | +2.8% | -8.3% | -7.2% |
| 30D | -5.8% | -6.3% | +0.5% | -1.9% |
| 3M | -17.2% | +5.4% | -22.6% | -20.3% |
| 6M | -10.4% | +7.4% | -17.8% | -15.3% |
| YTD | -16.5% | +16.2% | -32.7% | -25.5% |
| 1Y | -35.6% | +26.8% | -62.4% | -45.9% |
| 3Y | -14.6% | +57.5% | -72.1% | -38.2% |
| 5Y | +16.5% | +84.8% | -68.4% | -23.8% |
| 10Y | +556.6% | +424.3% | +132.3% | +183.8% |
| All | +556.6% | +421.6% | +134.9% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling