+4,901.1%
SNPS vs AME
+13,688.7%
-8,787.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.0% |
| 7D | -11.0% | +0.6% | -11.6% | -11.3% |
| 30D | -1.7% | -6.7% | +4.9% | +1.2% |
| 3M | -20.4% | +4.1% | -24.4% | -21.9% |
| 6M | -8.6% | +1.6% | -10.2% | -9.8% |
| YTD | -16.2% | +16.1% | -32.3% | -22.0% |
| 1Y | -34.6% | +27.3% | -61.9% | -41.5% |
| 3Y | -14.5% | +50.9% | -65.3% | -28.9% |
| 5Y | +17.0% | +81.4% | -64.4% | -9.2% |
| 10Y | +560.0% | +417.0% | +143.1% | +237.4% |
| All | +4,901.1% | +13,688.7% | -8,787.5% | +816.9% |
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