+16.5%
SNPS vs AME
+85.0%
-68.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.5% | +2.8% | -8.3% | -7.5% |
| 30D | -5.8% | -6.3% | +0.5% | -1.3% |
| 3M | -17.2% | +5.4% | -22.6% | -20.9% |
| 6M | -10.4% | +7.4% | -17.8% | -16.4% |
| YTD | -16.5% | +16.2% | -32.7% | -27.5% |
| 1Y | -35.6% | +26.8% | -62.4% | -48.1% |
| 3Y | -14.6% | +57.5% | -72.1% | -44.2% |
| 5Y | +16.5% | +84.8% | -68.4% | -34.6% |
| All | +16.5% | +85.0% | -68.6% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling