+5,829.8%
SNPS vs AME
+13,739.0%
-7,909.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +1.9% |
| 7D | +0.2% | -1.5% | +1.7% | +0.8% |
| 30D | -8.4% | -4.2% | -4.3% | -6.7% |
| 3M | +12.3% | -5.9% | +18.2% | +15.3% |
| 6M | -9.6% | +2.8% | -12.4% | -10.8% |
| YTD | -0.6% | +16.6% | -17.2% | -7.6% |
| 1Y | +18.7% | +22.1% | -3.4% | +8.2% |
| 3Y | -7.6% | +64.7% | -72.2% | -25.8% |
| 5Y | +34.1% | +76.6% | -42.5% | +5.3% |
| 10Y | +691.2% | +443.9% | +247.3% | +297.4% |
| All | +5,829.8% | +13,739.0% | -7,909.2% | +986.2% |
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