-10.1%
SNPS vs AME
+58.2%
-68.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.1% | -1.3% |
| 7D | -10.2% | -11.4% | +1.3% | -3.4% |
| 30D | -12.8% | -12.1% | -0.7% | -5.8% |
| 3M | +9.9% | -12.3% | +22.2% | +18.8% |
| 6M | -12.4% | -4.6% | -7.7% | -10.2% |
| YTD | -6.3% | +9.1% | -15.4% | -13.4% |
| 1Y | +7.6% | +13.3% | -5.6% | -3.2% |
| All | -10.1% | +58.2% | -68.3% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling