+684.5%
SNPS vs AME
+438.4%
+246.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.6% | -4.1% | +3.5% | +2.0% |
| 30D | -9.8% | -4.1% | -5.7% | -7.3% |
| 3M | +11.7% | -5.6% | +17.3% | +15.8% |
| 6M | -10.9% | +2.8% | -13.8% | -12.9% |
| YTD | -2.1% | +16.6% | -18.7% | -12.9% |
| 1Y | +14.8% | +21.1% | -6.3% | -0.4% |
| 3Y | -11.3% | +61.1% | -72.4% | -36.9% |
| 5Y | +36.2% | +76.6% | -40.4% | -8.7% |
| 10Y | +684.5% | +431.3% | +253.2% | +248.3% |
| All | +684.5% | +438.4% | +246.1% | +248.3% |
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