+5,491.2%
SNPS vs AME
+12,853.1%
-7,361.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.1% | -2.3% |
| 7D | -10.2% | -11.4% | +1.3% | -5.4% |
| 30D | -12.8% | -12.1% | -0.7% | -7.8% |
| 3M | +9.9% | -12.3% | +22.2% | +16.2% |
| 6M | -12.4% | -4.6% | -7.7% | -10.8% |
| YTD | -6.3% | +9.1% | -15.4% | -10.4% |
| 1Y | +7.6% | +13.3% | -5.6% | +1.3% |
| 3Y | -9.8% | +58.2% | -67.9% | -26.3% |
| 5Y | +29.2% | +63.4% | -34.2% | +4.9% |
| 10Y | +663.8% | +436.7% | +227.1% | +286.9% |
| All | +5,491.2% | +12,853.1% | -7,361.9% | +953.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling